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The European Journal of Finance Volume 24, 2018 - Issue 5
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Original Articles

Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedanceFootnote

Roman HorváthInstitute of Economic Studies, Charles University, Prague, Czech RepublicCorrespondence[email protected]
ORCID Iconhttp://orcid.org/0000-0002-9036-9746View further author information
ORCID Icon,
Štefan LyócsaInstitute of Economics and Management, University of Economics in Bratislava, Košice, SlovakiaView further author information
&
Eduard BaumöhlInstitute of Economics and Management, University of Economics in Bratislava, Košice, SlovakiaView further author information
Pages 391-412 | Received 10 May 2016, Accepted 09 Mar 2017, Published online: 02 Apr 2017

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Phong Minh Nguyen & Wei-Han Liu. (2023) Portfolio management using time-varying vine copula: an application on the G7 equity market indices. The European Journal of Finance 29:11, pages 1303-1329.
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Wenna Lu, Laurence Copeland & Yongdeng Xu. (2023) The pricing of unexpected volatility in the currency market. The European Journal of Finance 0:0, pages 1-15.
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Oussama Tilfani, Paulo Ferreira & My Youssef El Boukfaoui. (2020) Revisiting stock market integration in Central and Eastern European stock markets with a dynamic analysis. Post-Communist Economies 32:5, pages 643-674.
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Kyriaki Kosmidou, Dimitrios Kousenidis, Anestis Ladas & Christos Negkakis. (2019) Do institutions prevent contagion in financial markets? Evidence from the European debt crisis. The European Journal of Finance 25:7, pages 632-646.
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Dumitru Nicuşor Cărăuşu, Bogdan Florin Filip, Elena Cigu & Carmen Toderaşcu. (2018) Contagion of Capital Markets in CEE Countries: Evidence from Wavelet Analysis. Emerging Markets Finance and Trade 54:3, pages 618-641.
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Articles from other publishers (18)

Gatot Soepriyanto, Shinta Amalina Hazrati Havidz & Rangga Handika. (2023) Crypto goes East: analyzing Bitcoin, technological and regulatory contagions in Asia–Pacific financial markets using asset pricing. International Journal of Emerging Markets.
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Harpreet Kaur. (2023) Insights Into Financial Contagion: A Bibliometric Study. FIIB Business Review, pages 231971452211509.
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Adriana AnaMaria Davidescu, Eduard Mihai Manta, Razvan Gabriel Hapau, Mihaela Gruiescu & Oana Mihaela Vacaru (Boita). (2023) Exploring the Contagion Effect from Developed to Emerging CEE Financial Markets. Mathematics 11:3, pages 666.
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Daniel Udrizar Sauthier, Daniela de Tommaso & Pablo Teta. (2023) MICROMAMÍFEROS NO VOLADORES (RODENTIA Y DIDELPHIMORPHIA) DEL HOLOCENO DE PATAGONIA CENTRAL (ARGENTINA): SIGNIFICACIÓN PALEOAMBIENTAL. Publicación Electrónica de la Asociación Paleontológica Argentina.
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Artan Sulejmani & Dragan Tevdovski. (2022) How the Contagion is Transmitted to the Macedonian Stock Market? an Analysis of Co-Exceedances. South East European Journal of Economics and Business 17:1, pages 1-13.
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Peter Árendáš, Božena Chovancová, Jana Kotlebova & Martin Koren. (2021) January anomalies on CEE stock markets. Investment Management and Financial Innovations 18:4, pages 120-130.
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Elena Valentina Țilică. (2021) Financial Contagion Patterns in Individual Economic Sectors. The Day-of-the-Week Effect from the Polish, Russian and Romanian Markets. Journal of Risk and Financial Management 14:9, pages 442.
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Masahiro Inoguchi. (2020) The impact of foreign capital flows on long‐term interest rates in emerging and advanced economies. Review of International Economics 29:2, pages 268-295.
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Burak Pirgaip, Hasan Murat Ertuğrul & Talat Ulussever. (2021) Is portfolio diversification possible in integrated markets? Evidence from South Eastern Europe. Research in International Business and Finance 56, pages 101384.
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Mariya Paskaleva & Ani Stoykova. (2021) Globalization Effects on Contagion Risks in Financial Markets. SHS Web of Conferences 92, pages 03021.
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Blanka Łęt. (2020) Commonalities in Returns in the Stock Markets of the Visegrad Group: A Quantile Coherency Approach. Financial Assets and Investing 11:2, pages 38-53.
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Guojin Chen, Yanzhen Liu & Yu Zhang. (2020) Can systemic risk measures predict economic shocks? Evidence from China. China Economic Review 64, pages 101557.
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Nathan Lael Joseph, Thi Thuy Anh Vo, Asma Mobarek & Sabur Mollah. (2020) Volatility and asymmetric dependence in Central and East European stock markets. Review of Quantitative Finance and Accounting 55:4, pages 1241-1303.
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Peter Árendáš, Božena Chovancová & Ľuboš Pavelka. (2020) Influence of German Stock Market on Stock Markets of V4 Countries. Politická ekonomie 68:5, pages 554-568.
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Pavel Gertler, Roman Horváth & Júlia Jonášová. (2019) Central Bank Communication and Financial Market Comovements in the Euro Area. Open Economies Review 31:2, pages 257-272.
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Rangga Handika, Gatot Soepriyanto & Shinta Amalina Hazrati Havidz. (2019) Are cryptocurrencies contagious to Asian financial markets?. Research in International Business and Finance 50, pages 416-429.
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Peter Arendas & Jana Kotlebova. (2019) The Turn of the Month Effect on CEE Stock Markets. International Journal of Financial Studies 7:4, pages 57.
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Laura Ballester, Ana Carmen Díaz-Mendoza & Ana González-Urteaga. (2019) A systematic review of sovereign connectedness on emerging economies. International Review of Financial Analysis 62, pages 157-163.
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