Elena Fedorova

Lappeenranta University of Technology, School of Business

Doctoral student, Finance

P.O. Box 20

Lappeenranta, 53851

Finland

http://www.lut.fi/

SCHOLARLY PAPERS

4

DOWNLOADS

614

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.

Volatility Spillovers between Stock and Currency Markets: Evidence from Emerging Eastern Europe

22nd Australasian Finance and Banking Conference 2009
Number of pages: 25 Posted: 25 Aug 2009
Elena Fedorova and Kashif Saleem
Lappeenranta University of Technology, School of Business and Lappeenranta University of Technology - School of Business (LSB)
Downloads 387 (76,263)
Citation 5

Abstract:

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GARCH-BEKK, volatility spillovers, stock market, currency market, Emerging Eastern Europe, Russia

2.

What Types of Macroeconomic Announcements Affect Stock Markets in Emerging Eastern Europe?

Number of pages: 33 Posted: 22 Oct 2014
Kashif Saleem and Elena Fedorova
Lappeenranta University of Technology - School of Business (LSB) and Lappeenranta University of Technology, School of Business
Downloads 96 (274,524)

Abstract:

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macroeconomic announcements, stock market integration, spillovers, leverage

Global and Local Sources of Risk in Eastern European Emerging Stock Markets

BOFIT Discussion Paper No. 27/2008
Number of pages: 32 Posted: 10 Jan 2009
Mika Vaihekoski and Elena Fedorova
University of Turku - Turku School of Economics and Lappeenranta University of Technology, School of Business
Downloads 85 (299,118)

Abstract:

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market integration, segmentation, asset pricing, emerging markets, Eastern Europe country risk

Global and Local Sources of Risk in Eastern European Emerging Stock Markets

Czech Journal of Economics and Finance, Vol. 59, No. 1, pp. 2-19, 2009
Posted: 25 Sep 2009
Elena Fedorova and Mika Vaihekoski
Lappeenranta University of Technology, School of Business and University of Turku - Turku School of Economics

Abstract:

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market integration, segmentation, asset pricing, emerging markets, Eastern Europe country risk

4.

Transfer of Financial Risk in Emerging Eastern European Stock Markets: A Sectoral Perspective

BOFIT Discussion Paper No. 24/2011
Number of pages: 46 Posted: 12 Oct 2011
Elena Fedorova
Lappeenranta University of Technology, School of Business
Downloads 46 (405,412)
Citation 2

Abstract:

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GARCH-BEKK, international risk transfer, emerging Eastern Europe, spillovers, intra- and inter-industry contagion