International portfolio diversification: US and Central European equity markets

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Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets☆ (2011, background): “Furthermore, Gilmore and McManus (2002) examined the short and long-term relationships between the US stock market and three CEE emerging markets (Hungary, Poland, Czech Republic) over the 1995-2001 period and he found that low short-term correlations between the CEE markets and the US”
Interdependence between Eastern and Western European stock markets: Evidence from intraday data (2007, background): “Regarding long-run relationships, Gilmore and McManus (2002, 2003) cannot establish any long-term relationship among the three CEE markets (Budapest, Prague and Warsaw; the “CEE-3”) and the US and German stock markets, whereas Voronkova (2004) shows the presence of long-run links among the Central…”