文章基本信息

标题：Intraday patterns in time-varying correlations among Central European stock markets
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作者：Tomasz Wójtowicz
期刊名称：Ekonomia Menedzerska (älter als 2 Jahre)
印刷版ISSN：1898-1143
出版年度：2016
卷号：17
期号：1
页码：149-162
DOI：10.7494/manage.2016.17.1.149
出版社：Akademia Górniczo-Hutnicza
摘要：Existence and strength of relationships between various markets is an importantissue examined in the economic and econometric literature in recentyears. An increasing number of papers investigate short- and long-term linkagesbetween returns and volatility on different stock exchanges. Such studies havebeen also performed for European stock markets, however, some of their resultsstill lack consensus