WASET
	@article{(Open Science Index):https://publications.waset.org/pdf/1171,
	  title     = {Effects of the Stock Market Dynamic Linkages on the Central and Eastern European Capital Markets},
	  author    = {Ioan Popa and  Cristiana Tudor and  Radu Lupu},
	  country	= {},
	  institution	= {},
	  abstract     = {The interdependences among stock market indices
were studied for a long while by academics in the entire world. The
current financial crisis opened the door to a wide range of opinions
concerning the understanding and measurement of the connections
considered to provide the controversial phenomenon of market
integration. Using data on the log-returns of 17 stock market indices
that include most of the CEE markets, from 2005 until 2009, our
paper studies the problem of these dependences using a new
methodological tool that takes into account both the volatility
clustering effect and the stochastic properties of these linkages
through a Dynamic Conditional System of Simultaneous Equations.
We find that the crisis is well captured by our model as it provides
evidence for the high volatility – high dependence effect.},
	    journal   = {International Journal of Economics and Management Engineering},
	  volume    = {4},
	  number    = {6},
	  year      = {2010},
	  pages     = {759 - 764},
	  ee        = {https://publications.waset.org/pdf/1171},
	  url   	= {https://publications.waset.org/vol/42},
	  bibsource = {https://publications.waset.org/},
	  issn  	= {eISSN: 1307-6892},
	  publisher = {World Academy of Science, Engineering and Technology},
	  index 	= {Open Science Index 42, 2010},
	}