Essays about: "Enger-Granger approach"
Found 1 essay containing the words Enger-Granger approach.
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1. Dynamic linkages between Baltic and International stock markets
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The fact is that high integration between different capital markets leads to reduced international diversification opportunities for investors as well as to a greater transmission of market volatility. This study discusses the behavior of the three Baltic stock markets on the international financial arena and examines how these markets react on different inflows of information and economical shocks. READ MORE
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