Summarizing volatility spillovers
| Hungary | Poland | Czech | Romania | Croatia | |
|---|---|---|---|---|---|
| Hungary | +(Ha) | +(Ha) | +(Ha) | +(Ha) | +(Ha) |
| Poland | +(Ha) | +(Ha) | +(Ha) | +(Ha) | −(H0) |
| Czech | +(Ha) | +(Ha) | +(Ha) | −(H0) | +(Ha) |
| Romania | +(Ha) | +(Ha) | +(Ha) | +(Ha) | +(Ha) |
| Croatia | −(H0) | −(H0) | +(Ha) | +(Ha) | +(Ha) |
| Hungary | Poland | Czech | Romania | Croatia | |
|---|---|---|---|---|---|
| Hungary | +( | +( | +( | +( | +( |
| Poland | +( | +( | +( | +( | −( |
| Czech | +( | +( | +( | −( | +( |
| Romania | +( | +( | +( | +( | +( |
| Croatia | −( | −( | +( | +( | +( |
Notes: −, (H0): non-existence of volatility spillovers from market i to market j; +, (Ha): existence of volatility spillovers from market i to market j
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