The spillover effect between central and eastern European financial markets

Publié en ligne: 12 août 2024

Pages: 3660 - 3671

DOI: https://doi.org/10.2478/picbe-2024-0297

Mots clés

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.