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Applied Economics Letters Volume 19, 2012 - Issue 13
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Original Articles

European stock market comovement dynamics during some major financial market turmoils in the period 1997 to 2010 – a comparative DCC-GARCH and wavelet correlation analysis

Silvo Dajcman Department of Finance, Faculty of Economics and Business, University of Maribor, Razlagova 14, 2000, Maribor, SloveniaCorrespondence[email protected]
,
Mejra Festic Bank of Slovenia, Slovenska 35, 1505, Ljubljana, Slovenia
&
Alenka Kavkler Department of Quantitative Economic Analysis, Faculty of Economics and Business, University of Maribor, Razlagova 14, 2000, Maribor, Slovenia
Pages 1249-1256 | Published online: 02 Feb 2012

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Silvo Dajcman. (2013) Are Stock Market Returns in the CEE Countries and in the Eurozone, Russia, and the United States Asymmetric?. Eastern European Economics 51:6, pages 34-53.
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Silvo Dajcman. (2013) Tail dependence between Central and Eastern European and major European stock markets: a copula approach. Applied Economics Letters 20:17, pages 1567-1573.
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