search query: @indexterm EASTERN EUROPE / total: 308
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| Author: | Jochum, C. Kirchgässner, G. Platek, M. |
| Title: | A long-run relationship between Eastern European stock markets? Cointegration and the 1997/98 emerging markets crisis |
| Journal: | Weltwirtschaftliches Archiv
1999 : HEFT 3, VOL. 135:3, p. 454-479 |
| Index terms: | Stock markets Crises Eastern Europe |
| Language: | eng |
| Abstract: | This paper describes the behaviour of the Eastern European stock price indices for the period btw. 1995 and 1998. Particular emphasis has been directed towards the effects of the 1997 emerging markets crisis. Using the Johansen methodology, a long-run relationship connecting these markets can be found for the pre-crisis period. |
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