Essays about: "Buelent Uendes"

Found 1 essay containing the words Buelent Uendes.

  1. 1. Neighbours, but yet different? Scandinavian stock market volatility and its drivers under different regimes. A GARCH-MIDAS approach

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Buelent Uendes; [2019]
    Keywords : Scandinavia; Stock market; Volatility; GARCH-MIDAS; Business and Economics;

    Abstract : This study is an initial attempt to investigate the differences and similarities of the stock market volatilities in Scandinavia with respect to their drivers. Using the GARCH-MIDAS (Mixed Data Sampling) framework, this paper evaluates the explanatory value of various variables originating from different areas, covering the period from February 1998 to December 2018. READ MORE