Essays about: "linkages between International stock markets"

Found 4 essays containing the words linkages between International stock markets.

1. 1. The impact of macroeconomic factorson the propensity of risk : How macroeconomic factors influence the level of risk in different stock market

   University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

   Author : Mohammed Mohammed; Mattias Zheng; [2023]
   Keywords : Propensity Risk; Stock Market; Inflation; Exchange rate and IPP;

   Abstract : Background: Asset prices, investment choices, and market mood can all be greatly impacted by macroeconomic factors and risk perception. Therefore, for investors, portfolio managers, policymakers, and regulators looking to negotiate the complexity of financial markets, knowing how macroeconomic factors affect risk is crucial. READ MORE

3. 2. International Diversification Benefits : A Cointegrating Analysis Based on China, Europe and Russia

   University essay from Högskolan i Jönköping/IHH, Företagsekonomi

   Author : Stefan Ryschkow; SIQI LU; [2018]
   Keywords : Causality; diversification; dynamic cointegration; static cointegration; structural break;

   Abstract : This thesis investigates the short term and the long term cointegration relations between European and Chinese, European and Russian stock markets, with a goal to define international diversification benefits. Whereas Russia and China are considered as developing countries, Europe represents a developed market. READ MORE

4. 3. Contagion from the US debt crisis: the relationship between integration and contagion and the mitigating effect of anti-crisis measures

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Klaas Sportel; Vytautas Verbus; [2012]
   Keywords : Contagion; Integration; Anti-crisis measures ; Business and Economics;

   Abstract : The aim of the paper is to draw a conclusion about the effect that integration has on the (in)stability of the linkages between international stock markets. To measure this (in)stability we focus on the contagion effect caused by the US debt crisis. READ MORE

5. 4. Dynamic linkages between Baltic and International stock markets

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Julija Moroza; [2008]
   Keywords : Unit Root; Baltic stock markets; Enger-Granger approach; Johansen cointegration test; causality; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : 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