Essays about: "Billura Bayramova"

Found 1 essay containing the words Billura Bayramova.

  1. 1. EMPIRICAL TEST ON MACROECONOMIC FACTORS AND STOCK MARKET ANALYSIS: CASE OF KAZAKHSTAN STOCK MARKET

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Billura Bayramova; Saida Ojagverdiyeva; [2010]
    Keywords : Vector Autoregressive Model VAR ; causality; impulse response; variance decomposition; Business and Economics;

    Abstract : This paper analyzes the interactions between Kazakhstan stock market index and maroeconomic variables. The vector autoregressive model (VAR) is employed; Granger causality, impulse responses and variance decomposition tests are implemented. The results show weak interactions among tested variables and the market. READ MORE