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The European Bibliography of Slavic and East European Studies (EBSEES) collects books, journal articles, reviews and dissertations from Eastern Europe (former countries of Eastern Bloc) which were published in Belgium, Germany, Finland, France, Great Britain, the Netherlands, Austria and Switzerland from 1991 to 2007. The segment "Literature" and "Culture" of the European Bibliography of Slavic and East European Studies contains 18.000 bibliographic entries (from the total asset of 85.000). More information can be found here.
| ID | 104144 |
| Author(s) | Gelos, R. Gaston; Sahay, Ratna |
| Title | Financial market spillovers in transition economies |
| Published | Economics of Transition 9, 2001, pp. 53-86 |
| Language(s) | English |
| ISSN | 0967-0750 |
| Subjects | Central Europe / Planned Economies in Transition (PETs) [Browse all] Eastern Europe / Planned Economies in Transition (PETs) [Browse all] |
| Note | "This paper examines financial market comovements across European transition economies and compares their experience to that of other regions. Correlations in monthly indices of exchange market pressures can partly be explained by direct trade linkages, but not by measures of other fundamentals. Higher-frequency data during three crisis periods reveals the presence of structural breaks in the relationship between exchange-, but not stock markets. While the reaction of markets during the Asian and Czech crises is muted, the pattern of high-frequency spillovers during the Russian crisis looks very similar to that observed in other regions during turbulent times. With greater financial market integration, the financial markets of the more advanced transition economies can be expected to behave more and more like their Asian and Latin American counterparts." |
| Medium | article |
| URL | onlinelibrary.wiley.com (homepage) |
| Holdings | see in ZDB-Katalog |
| PURL | Citation link |
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