21 Montevideo Str.
Sofia, 1618
Bulgaria
New Bulgarian University
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Day-of-the-week effect, Central European Transition Stock
Central and Eastern Europe, Stock market integration, Co-integration, Portfolio diversification
Bulgarian stock market, volatility, EWMA, Value-at-Risk
Central Europe, CESI index, stock market volatility, asymmetric GARCH models
Central and Eastern European Countries, Bank privatisation, Event-study analysis, GARCH
Central and Eastern Europe, Stock Markets, Financial Crises, Market Volatility, GARCH
Day of the week effect, Central European Transition Stock Markets
Real estate valuation; Emerging markets; Cost of equity