Essays about: "Cointegration test"
Showing result 1 - 5 of 83 essays containing the words Cointegration test.
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1. Global and Ethiopian Cereal Prices: Does the Law of One Price hold in the long run?
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : Like many other countries in the world, Ethiopia is currently facing significant challenges with high food prices. The high food prices affect cereals such as teff, sorghum, and maize which are staple foods in the Ethiopian diet. This study investigates the relationship between cereal prices in Ethiopia and the world market price of cereals. READ MORE
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2. Is Bitcoin a Safe Haven?
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The objective of this bachelor thesis is to assess the safe haven property of Bitcoin by conducting an augmented Dickey-Fuller test and Engle and Granger cointegration test with price data from the COVID-19 crash. The analysis revealed a cointegration relationship between Bitcoin and the S&P 500, indicating a long-run equilibrium between the two and thus providing evidence against the safe haven property. READ MORE
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3. The Impact of Foreign Direct Investments on the Swedish Housing Market
University essay from KTH/Fastighetsföretagande och finansiella systemAbstract : Foreign direct investments (FDI) are a crucial part of the world economy as the world has become increasingly globalized. Foreign investment can have a positive impact on the host country in many ways, such as economic growth, new technologies, and job opportunities. READ MORE
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4. THE G-7 GOVERNMENT BOND MARKETS: A COINTEGRATION STUDY
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This thesis examines the long-run relationship among government bond total return indexes for the G-7 nations using weekly observations from 1993 to 2022. Using cointegration and error correction models, this study finds long-run relationships for the G-7 government bond markets as a group and evidence for pairwise cointegration between the US government bond market and many of the other G-7 government bond markets. READ MORE
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5. The Influence of Gold Market on Bitcoin Prices : Is there a correlation?
University essay from Jönköping University/Internationella HandelshögskolanAbstract : Background: This paper analyses the influence of fluctuation in gold market on bitcoin prices. Based on previous studies, in present market conditions, volatility in gold prices have caused price changes in several other major assets in the market, such as crude oil. Gold fluctuations are likely to stimulate uncertainty in some other major assets. READ MORE