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Proceedings of the International Conference on Business Excellence
Volume 18 (2024): Issue 1 (June 2024)
Open Access
The spillover effect between central and eastern European financial markets
Andreea-Mădălina Bozagiu
Andreea-Mădălina Bozagiu
Bucharest University of Economic Studies
Bucharest, Romania
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Bozagiu, Andreea-Mădălina
Aug 12, 2024
Proceedings of the International Conference on Business Excellence
Volume 18 (2024): Issue 1 (June 2024)
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Published Online:
Aug 12, 2024
Page range:
3660 - 3671
DOI:
https://doi.org/10.2478/picbe-2024-0297
Keywords
directional spillover
,
exchange rates
,
dynamic conditional correlation
,
DCC-GARCH-VAR
,
COVID-19
© 2024 Andreea-Mădălina Bozagiu, published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.
