2022
DOI: 10.31410/limen.2022.23
|View full text |Cite
|
Sign up to set email alerts
|

Efficiency and Long-Term Correlation in Central and Eastern European Stock Indexes: An Approach in the Context of Extreme Events in 2020 and 2022

Abstract: The analysis of the behaviour of capital markets remains a very in­teresting issue as it can give investors information about where to invest their money. Given the importance of measuring autocorrelation in financial mar­kets, this paper aims to analyse the predictability of capital markets, name­ly Austria (Austrian Traded), Budapest (BUX), Bulgaria (SE SOFIX), Croatia (CROBEX), Russia (MOEX), Czech Republic (PragueSE PX), Romania (BET), Slo­vakia (SAX 16), and Slovenia (SBI TOP), for the period from January… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1

Citation Types

0
1
0

Year Published

2024
2024
2024
2024

Publication Types

Select...
3
1

Relationship

3
1

Authors

Journals

citations
Cited by 4 publications
(1 citation statement)
references
References 0 publications
0
1
0
Order By: Relevance
“…The Russian invasion of Ukraine in 2022 added complexity and uncertainty to the global economic situation. Geopolitical tensions increased, affecting the countries directly involved and sending shockwaves throughout the international community (Chambino et al, 2023;Dias et al, 2023b;Horta et al, 2022a;Pardal et al, 2022).…”
Section: Introductionmentioning
confidence: 99%
“…The Russian invasion of Ukraine in 2022 added complexity and uncertainty to the global economic situation. Geopolitical tensions increased, affecting the countries directly involved and sending shockwaves throughout the international community (Chambino et al, 2023;Dias et al, 2023b;Horta et al, 2022a;Pardal et al, 2022).…”
Section: Introductionmentioning
confidence: 99%