Essays about: "Christer Rosén"

Found 2 essays containing the words Christer Rosén.

1. 1. Time Series Econometrics : Heteroskedasticity in Stock Return Data: Volume and Number of Trades versus GARCH Effects

   University essay from Nationalekonomiska institutionen

   Author : Christer Rosén; [2008]
   Keywords : ;

   Abstract : The result of Lamoureux and Lastrapes and Omran and McKenzie are extended to the Swedish stock market, and this paper examines their findings that GARCH modelling captures the serial dependence in information flow into the market. Moreover, this paper also examines if (as a proxy for information flow) the number of trades can challenge the volume of trade in order to explain GARCH effects in financial time series. READ MORE

3. 2. Can income security enhance growth in developing countries? : A study of the effects on economic growth of income support programs for the unemployed and elderly in developing countries

   University essay from Nationalekonomiska institutionen

   Author : Patrik Cras; Christer Rosén; [2006]
   Keywords : economic growth; income security; social security; developing countries.;

   Abstract : This paper addresses the question if income security can enhance economic growth in developing countries? It takes its starting point in the income security problems of a developing country and summarizes evidence from published empirical research on formal income security mechanisms. We conclude that the findings on incomes security efficiency effects are ambiguous. READ MORE