Essays about: "Christian Staf"

Found 1 essay containing the words Christian Staf.

  1. 1. Exchange rates and stock markets

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Adam Fathi; Christian Staf; [2013-07-04]
    Keywords : ;

    Abstract : The study employs a vector error correction model, cointegration analysis and Granger causality test to examine the short- and long-run dynamic relationship between the USD/SEK exchange rate and the OMXS30. In the short-run we found statistical evidence of OMXS30 granger causing the USD/SEK currency exchange rate positively but no statistical evidence that the USD/SEK exchange rate granger cause OMXS30. READ MORE