International portfolio diversification to Central European stock markets

By Theodore Syriopoulos. 2004

119 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/5a4b2e72f7b91217d6c2be5bdd77e9eed04e42d3

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Manolis N. Syllignakis
2. Evézen Kocenda
3. Georgios P. Kouretas
4. Balázs Égert
5. R. Horvath
6. Ali M. Kutan
7. Dritan Gjika
8. Taha B. M. J. Ouarda

In Finance

1. Manolis N. Syllignakis
2. Evézen Kocenda
3. Georgios P. Kouretas
4. Balázs Égert
5. R. Horvath
6. Dritan Gjika
7. Taha B. M. J. Ouarda
8. Reza Modarres

Citations in the corpus

• Interdependence between Eastern and Western European stock markets: Evidence from intraday data (2007, background): “In a similar vein, Syriopoulos (2004) finds that CEE markets tend to display stronger linkages with their mature counterparts than with their neighbours.”
• Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets☆ (2011, background): “In a similar vein, Syriopoulos (2004, 2007) documented the existence of a long-run relationship between the US, the German and four CEE stock markets (Hungary, Poland, Czech Republic and Slovakia), using Johansen‟s cointegration methodology over the period between 1997 and 2003, while he insists…”