Table of Contents
Table of Contents
Preface
1. Comovements in the Volatility of Emerging European Stock Markets
(Radu Lupu)
2. Global Asset Allocation Using the Black-Litterman Model and a Momentum Strategy
(Sorin Dumitrescu)
3. Model Averaging on the High-Frequency Eastern European Stock Market Returns
(Caraiani Petre, Radu Lupu)
4. Investigating the dynamics of CEE stock index returns with a Bayesian TAR mode
(Marius Acatrinei)
5. Fiscal Policy in CEE Economies. Evidence from an Estimated DSGE model
(Caraiani Petre)
6. Forecasting CEE Macroeconomic Dynamics Using a BVAR Model
(Caraiani Petre)
Index
