The dynamics of Central European equity market comovements

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Stock Market Comovements in Central Europe: Evidence from Asymmetric DCC Model (2013, background): “…markets (Kasch-Haroutounian and Price, 2001, Scheicher, 2001, Voronkova, 2004, Patev et al., 2006, Egert and Kocenda, 2007, Syriopulos, 2007, Gilmore et al., 2008, Wang and Moore, 2008, Savva and Aslanidis, 2010, Kocenda and Egert, 2011, Hanousek and Kocenda, 2011, Syllignakis and Kouretas,…”
Global Financial Crisis, Extreme Interdependences, and Contagion Effects: The Role of Economic Structure? (2011, background): “Empirically, Grubel (1968) examines the potential benefits of international diversification and shows the superiority of portfolios that are composed of both domestic assets and assets denominated in foreign currencies from 11 developed markets.”
Dynamic European stock market convergence: Evidence from rolling cointegration analysis in the first euro-decade (2010, methodology): “Similarly, for the 1995–2005 period, Gilmore et al. (2008) find no evidence of a steadily increasing convergence of the Central European (CE) equity markets with those of the UK and Germany.2 The second strand, known as the volatility-spillover literature, concentrates on volatility linkages among…”