Mészáros Mercédesz and Sallai Dóra and Kiss Gábor Dávid:
The Markov-switching drivers of foreign exchange rate comovements in the case of CEE countries.
INTERNATIONAL JOURNAL OF MONETARY ECONOMICS AND FINANCE.
ISSN 1752-0479
(2023)
Kiss Gábor Dávid and Mészáros Mercédesz and Sallai Dóra:
Differences in Capital Market Network Structures under COVID-19.
ACTA UNIVERSITATIS SAPIENTIAE ECONOMICS AND BUSINESS, 10 (1).
pp. 15-28.
ISSN 2343-8894
(2022)
Sallai Dóra and Kiss Gábor Dávid:
Európai tőzsdeindexek kockázattovábbító tulajdonságának vizsgálata.
STATISZTIKAI SZEMLE, 100 (6).
pp. 529-550.
ISSN 0039-0690
(2022)
Sallai Dóra and Mészáros Mercédesz and Kiss Gábor Dávid:
How Do Stock Indices Respond to Market Shocks? Examining Stock Market Contagion in European Countries with Minimum Spanning Trees.
ECONOMETRIC RESEARCH IN FINANCE, 7 (1).
pp. 95-123.
ISSN 2451-1935
(2022)
Mészáros Mercédesz and Sallai Dóra and Kiss Gábor Dávid:
Can Market Making of Last Resort Calm the European Stock Markets? The Result of Quantile Regressions on a Sample of Six European Countries.
ECONOMETRIC RESEARCH IN FINANCE, 6 (1).
pp. 21-44.
ISSN 2451-1935
(2021)