Replication Data for: Beck K, Stanek P (2019) Globalization or regionalization of stock markets? The case of Central and Eastern European Countries. Eastern European Economics, 57(4), 317-330. doi: https://doi.org/10.1080/00128775.2019.1610895

The data set contains material to replicate: Beck K, Stanek P (2019) Globalization or regionalization of stock markets? The case of Central and Eastern European Countries. Eastern European Economics, 57(4), 317-330. doi: https://doi.org/10.1080/00128775.2019.1610895 The data comprises stock market returns time series at weekly frequency between January 2000 and December 2018 on 44 stock price indices grouped into 11 sets corresponding to (1) East Asian and Australian developed markets, (2) “Chinese” markets (including Taiwan and Hong Kong), (3) “core” euro area, (4) “peripheral” euro area, (5) developed European markets outside the euro area, (6) V-4 countries, (7) “frontier” European markets (Russia, Turkey, Ukraine), (8) Baltic countries, (9) Latin American markets, (10) North American markets and (11) emerging South-East Asian countries. Data were retrieved from stooq.com and in case of some missing points, for example, due to Chinese New Year celebrations, log-linear interpolation was applied.