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Emerging Markets and the Global Economy by Duc Khuong Nguyen, Sabri Boubaker, Mohammed Hedi Arouri

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Chapter 19

Volatility and Spillover Effects of Central and Eastern Europe: Impact of EU Enlargement

A. Golaba, D.E. Allenb,c, R. Powella and G. Yapa,    aSchool of Accounting, Finance & Economics, Edith Cowan University, Joondalup, Australia,    bCenter for Applied Financial Studies, University of South Australia, Australia,    cSchool of Mathematics and Statistics, University of Sydney, Sydney, Australia,    E-mail: a.golab@ecu.edu.au, d.allen@ecu.edu.au

Abstract

This study investigates volatility and spillover effects in the Central and Eastern Europe emerging market economies of Bulgaria, the Czech Republic, Cyprus, Estonia, Hungary, Latvia, Lithuania, Malta, Poland, Romania, Slovakia, and Slovenia, looking at the impact of the European Union ...

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