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Volatility Spillovers and Financial Contagion in the CEE Stock Markets

Academy of Economic Studies Doctoral School of Finance and Banking. Volatility Spillovers and Financial Contagion in the CEE Stock Markets. MSc. Student: Țâ n ț aru Mihai Supervisor: Professor PhD. Mois ă Alt ă r. Summary. Introduction Methodology Data description Estimation results

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Volatility Spillovers and Financial Contagion in the CEE Stock Markets