Essays about: "Ossian Markiewicz"
Found 2 essays containing the words Ossian Markiewicz.
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1. Exploring the Relationship Between HousingPrices and Stock Prices
University essay from KTH/Industriell ekonomi och organisation (Inst.)Abstract : This study investigates the long- and short-run relationship between stock- and housingprices in Finland, Denmark, Norway and Sweden between 1987-2017 and 1995-2017 with data from OECD statistics. By using interest rate as a control variable and Johansen's Test for Cointegration, the results show a significant relationship for Finland during the period 1995-2017. READ MORE
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2. Swedish Equities: Casanovas or commited Cointegrated partners
University essay from Uppsala universitet/Statistiska institutionenAbstract : This thesis investigates the long-run stability of Cointegrated pairs in the Swedish Equity Market. Stability is evaluated by estimating pairs in an in-sample period then rolling the win- dow forward. A Pairs Trading strategy is then applied to the estimated pairs and traded out-of-sample. READ MORE