Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5056717 | Economic Systems | 2007 | 26 Pages |
Abstract
This paper examines whether banking sector co-movements between the three largest Central and Eastern European Countries (CEECs) over the last decade can be attributed to contagion or to interdependence. Addressing various econometric problems put forward in the literature, we uncover substantial evidence of contagion stemming from the Czech Republic to Hungary during much of 1996.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Terhi Jokipii, Brian Lucey,