Through the application of Diagonal BEKK and Asymmetric Diagonal BEKK methodologies
to intra-day data for eight cryptocurrencies, this paper investigates not only conditional …

This paper reviews the literature on investor reaction and sentiment with respect to public
information arrival in emerging markets and discusses the implications of the findings for the …

We examine time-varying stock market comovements in Central Europe employing the
asymmetric dynamic conditional correlation multivariate GARCH model. Using daily data …

This study aims to investigate the impact of a wide range of economic and non-economic
events on stock market spillover effects in a group of 16 major developed and emerging …

This article empirically explores the finance‐growth relationship and the performance of the
financial system measured by financial depth, accessibility, and efficiency of both financial …

The study investigates the intraday dynamics and price patterns of the primary
cryptocurrencies. The Granger Mackey-Glass (MG) model is employed to examine the …

In this paper, we traced the survival status of 94,401 small businesses in 17 European
emerging markets from 2007 to 2017 and empirically examined the determinants of their …

We analyze foreign news and spillovers in the emerging EU stock markets (the Czech
Republic, Hungary, and Poland). We employ high‐frequency five‐minute intraday data on …

We study intraday comovements among three developed (France, Germany, and the United
Kingdom) and three emerging (the Czech Republic, Hungary, and Poland) European stock …

This paper measures the degree in stock market integration between five Eastern European
countries and the Euro-zone. A potentially gradual transition in correlations is …