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What is Financial Market Co-Movement Analysis about?

This article reviews the interdependence of financial markets in Serbia, Hungary, Croatia, and Slovenia, comparing them to the US financial market using stock-market indices data from 2005 to 2011. The study finds low linkage and significant volatility in these transition economies, highlighting the need for more in-depth research on their financial relationships. Recommendations include extending the research to explore correlative relationships between the stock markets more thoroughly.

Author

hassenmahamoud30

Language

EN