Essays about: "the daily stock exchange"

Showing result 16 - 20 of 41 essays containing the words the daily stock exchange.

  1. 16. A cross-county comparison of stock reactions to price changes in commodities

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Paul Regnell; Niklas Aarnio; [2014]
    Keywords : commodities; market comparison; market efficiency;

    Abstract : We examine whether there is a difference between equity markets' in the speed at which stock prices reflect new commodity prices. Our study is based on daily commodity price data, and stock data from the Scandinavian main exchanges and the London Stock Exchange. READ MORE

  3. 17. Examining GARCH forecasts for Value-at-Risk predictions

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Dennis Lindholm; Adam Östblom; [2014]
    Keywords : Value-at-Risk; Unconditional coverage; Christoffersen’s; GJR-GARCH;

    Abstract : In this thesis we use the GARCH(1,1) and GJR-GARCH(1,1) models to estimate the conditional variance for five equities from the OMX Nasdaq Stockholm (OMXS) stock exchange. We predict 95% and 99% Value-at-Risk (VaR) using one-day ahead forecasts, under three different error distribution assumptions, the Normal, Student’s t and the General Error Distribution. READ MORE

  4. 18. Macroeconomic Forces and Their Effects on the Swedish Banking Sector

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Oscar Larsson; Marcus Johansson Prakt; [2013-03-20]
    Keywords : ;

    Abstract : After the bankruptcy of Lehman Brothers in September 2008 international capital markets trembled of uncertainty and investors did not know where the markets were heading. The market turmoil also had an impact on Sweden and especially on the banking sector due to the interdependence of international financial markets. READ MORE

  5. 19. Evaluating NOSQL Technologies for Historical  Financial Data

    University essay from Institutionen för informationsteknologi

    Author : Ansar Rafique; [2013]
    Keywords : NOSQL; Apache Cassandra; MySQL; Financial data; Historical data; Benchmark performance;

    Abstract : Today, when businesses and organizations are generating huge volumes of data; the applications like Web 2.0 or social networking requires processing of petabytes of data. Stock Exchange Systems are among the ones that process large amount of quotes and trades on a daily basis. READ MORE

  6. 20. A COEXCEEDANCE APPROACH ON FINANCIAL CONTAGION

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Dinh-Vinh Vo; [2013]
    Keywords : financial contagion; coexceedance; regional macro-finance variables; global shocks; multinomial logit model.; Business and Economics;

    Abstract : The paper sheds light on financial contagion within the Euro Area and Asia, and contagion from the Euro Area to Asia during two recent crises: the global financial crisis and European sovereign debt crisis. Applying the multinomial logit regression model, the paper investigates how the macro-finance variables affect the coincidence of extreme negative returns (coexceedances). READ MORE