id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
dem-2896	Olbryś, Joanna	Asymmetric Impact of Innovations on Volatility in the Case of the US and CEEC–3 Markets: EGARCH Based Approach	2013	18	.pdf	application/pdf	7055	319	61	The second and potentially serious problem, called ‘nonsynchronous trading effect II’, occurs when we examine the relations between stock markets in various countries. Olbrys (2013) investigates the interdependence of price volatility across the US developed stock market and two emerging Central and Eastern European (CEE) markets in Warsaw and Budapest using a multivariate modified EGARCH model.	cache/dem-2896.pdf	txt/dem-2896.txt