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Publications → Financial Markets → Banking Sector

Dependence Structure and Portfolio Diversification on Central European Stock Markets

This paper studies the dependence structure on Central European, German and UK stock markets within the framework of a semiparametric copula model for weekly stock index return pairs.

Link http://ies.fsv.cuni.cz/st…n/1995_wp2007_2_zikes.pdf
Author Gregor, M
Date 2007
Institute Institute of Economic Studies
Tags stock, CEE, German, UK, return, pairs
← Regulated Supervision in Czech Transition
↑ Banking Sector
→ Getting Institutions Right: Reforms of Banking Sectors in the Czech Republic and Romania

See also

  1. The Developing Capital Markets of Central and Eastern Europe
  2. Central Bank Independence in Transition Economies
  3. News of the Month, October, 2005
  4. The dynamic adjustment towards target capital structures of firms in transition economies
  5. Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models

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