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Oil-Price Volatility and Macroeconomic Spillovers in Central and Eastern Europe: Evidence from a Multivariate GARCH Model

stochastic volatility analysis. The Quarterly Review of Economics and Finance , 52(1), 15-37. Engle, R.F. (1982). Autoregressive conditional heteroscedasticity with estimates of the variance of the United Kingdom inflation. Econometrica , 50, 377-403. Hegerty, S.W. (2011). Interest-Rate volatility and volatility spillovers in emerging Europe. International Review of Applied Economics , 25(5), 599-614. Hegerty, S.W. (2012). Output volatility and its transmission in transition economies: Implications for European integration. Journal of Economic

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Banks’ Vulnerability and Financial Openness across Central and Eastern Europe

connections: A model of the origin and spread of bank panics, Journal of the European Economic Association, 2 (6), 1542-4774. Drehmann, M. and Tarashev, N. (2013) Measuring the systemic importance of interconnected banks, Journal of Financial Intermediation, 22 (4), 586–607. Filipović, D. and Trolle, A.B. (2013) The term structure of interbank risk, Journal of Financial Economics, 109 (4), 707-733. Freixas, X., B. Parigi, and J. C. Rochet (2000) Systemic risk, interbank relations and liquidity provision by the central bank, Journal of Money, Credit and

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Appreciation of the Swiss Franc and its Impact on Romania and other Central and Eastern European Countries

Swiss Loan Costs Hurt Banks , retrived from: http://www.bloomberg.com/news/articles/2015-01-15/polish-banks-zloty-slump-as-swiss-franc-mortgages-getexpensive, Accessed in january 2015; 11. OECD (2014), Central European Country - Economic forecast summary, retrived from:http://www.oecd.org/economy/cee-economic-forecast-summary.htm, Accessed in january 2015; 12. Financial Stability Report 2014, retrived from http://www.bnr.ro/Publicatiiperiodice-204.aspx, Accessed in january 2015; 13. Eurostat (2014), retrived from http

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Estimating fuel price volatility and spillover effects across different European countries

Abstract

This paper analyses the volatility of retail fuel prices in nine different EU countries and the spillover effects between fuel prices across selected countries from Central and Eastern Europe and the Eurozone over the 2008-2019 period. In particular, we use the GARCH-GJR model in order to investigate fuel price volatility and identify potential asymmetric dynamics. Moreover, in order to assess the links between fuel prices across countries, we estimate a VAR model and compute spillover measures using the Generalised Forecast Error Variance Decomposition (GFEVD) approach formulated by Diebold and Yilmaz (2009). Our results provide evidence of weak links between retail fuel prices across EU countries, with slightly higher spillovers originating from some developed economies such as France and Italy.

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Dematerialization of banking products and services in the digital era

.org/docs/Beyond_Fintech_-_A_Pragmatic_Assessment_of_Disruptive_Potential_in_Financial_Services.pdf [accessed at 20.07.2019]. *European Central Bank, 2019, Banknotes and coins circulation , [online] Available at: www.ecb.europa.eu/stats/policy_and_exchange_rates/banknotes+coins/circulation/html/index.en.html# [accessed at 21.07.2019]. ** fese.eu/statistics

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Management of Organizations: Systematic Research
Organizacijų vadyba: sisteminiai tyrimai
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Principle Differences between B2B and B2C Marketing Communication Processes

Communications’ Effectiveness in Poland – Lessons from the Business in Information Society // The Central European Journal of Social Sciences and Humanities. Vol. 150, pp. 133–143. 12. Milichovský, F. (2013). New Tools for Effective Marketing Communications // Acta Universitatis Bohemiae Meridionales. Vol. 16, Issue 1, pp. 35–43. 13. Murton Beets, L., Handley, A. (2019). B2C Content Marketing. Internet access: < https://contentmarketinginstitute.com/wp-content/uploads/2018/12/2019_B2C_Research-FINAL-PDF-12_10_18.pdf >, [accessed July 13, 2019]. 14. Nsour, T

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