Projects funded by the NCN
Propensity of stock markets in the Visegrad countries to external and internal instabilities.
2015/19/D/HS4/03354
Keywords:
contagion effect volatility spillover multivariate GARCH models
Descriptors:
- HS4_3: Econometrics, statistical methods
- HS4_6: Financial markets, international finance, public finance
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Uniwersytet Łódzki, Wydział Ekonomiczno-Socjologiczny
woj. łódzkie
Principal investigator (from the host institution):
Number of co-investigators in the project: 1
Call: SONATA 10 - announced on 2015-09-15
Amount awarded: 50 400 PLN
Project start date (Y-m-d): 2016-06-14
Project end date (Y-m-d): 2019-12-13
Project duration:: 42 months (the same as in the proposal)
Project status: Project settled
Project description
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