Spatial contagion between stock markets in Central Europe

In this paper, we investigate contagion between three European stock markets: those in Frankfurt, Vienna, and Warsaw. Two of them are developed markets, while the last is an emerging market. Additionally, the stock exchanges in Vienna and Warsaw are competing markets in the CEE region. On the basis...

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Bibliographic Details
Main Authors: Anna Czapkiewicz, Tomasz Wójtowicz
Format: Article
Language:English
Published: AGH UNIVERSITY PRESS 2017-09-01
Series:Managerial Economics
Online Access:https://journals.agh.edu.pl/manage/article/view/2659
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