Essays about: "Andrea Kratz"

Found 1 essay containing the words Andrea Kratz.

  1. 1. Conditional Heteroscedastic Cointegration Analysis with Structural Breaks - A study on the Chinese stock markets

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Heli Raulamo; Andrea Kratz; [2011]
    Keywords : cointegration; conditional heteroscedasticity; structural break; China; global financial crisis; Business and Economics;

    Abstract : A large number of studies have shown that macroeconomic variables can explain co-movements in stock market returns in developed markets. The purpose of this paper is to investigate whether this relation also holds in China’s two stock markets. By doing a heteroscedastic cointegration analysis, the long run relation is investigated. READ MORE