Essays about: "Andrea Kratz"
Found 1 essay containing the words Andrea Kratz.
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1. Conditional Heteroscedastic Cointegration Analysis with Structural Breaks - A study on the Chinese stock markets
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : 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
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