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An Empirical Analysis Of Stock Returns And Volatility: The Case Of Stock Markets From Central And Eastern Europe

100%
Okičić J.
South East European Journal of Economics and Business
|
2015
|
vol. 9
|
issue 1
7-15
EN
The main goal of this paper is to investigate the behaviour of stock returns in the case of stock markets from Central and Eastern Europe (CEE), focusing on the relationship between returns and conditional volatility. Since there is relatively little empirical research on the volatility of stock returns in underdeveloped stock markets, with even fewer studies on markets in the transitional economies of the CEE region, this paper is designed to shed some light on the econometric modelling of the conditional mean and volatility of stock returns from this region. The results presented in this paper provide confirmatory evidence that ARIMA and GARCH processes provide parsimonious approximations of mean and volatility dynamics in the case of the selected stock markets. There is overwhelming evidence corroborating the existence of a leverage effect, meaning that negative shocks increase volatility more than positive shocks do. Since financial decisions are generally based upon the trade-off between risk and return, the results presented in this paper will provide valuable information in decision making for those who are planning to invest in stock markets from the CEE region.
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Central and Eastern European Countries under Cyberthreats

86%
Świątkowska J.
Polish Political Science Yearbook
|
2017
|
vol. 1 (46)
30–39
EN
The paper aims to analyse how information warfare can be conducted in cyberspace and to look at this issue from the perspective of Central and Eastern European Countries. It argues that this form of hostile actions will be increasingly utilized in the region. The main assumption, following Alvin Toffler’s theory, is that “information” – as an increasingly important element of modern societies and as their strategic resource – also serves as a significant tool of modern conflicts. Since information is nowadays strongly related to new technologies, mainly the aspects connected to cybersecurity are analysed. The article looks closer at different aspects of cyberthreats and explains their possible consequences. It may serve as good material for further research and recommendations on countermeasures that may increase security in Europe.
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