Essays about: "Cointegration test"

Showing result 16 - 20 of 83 essays containing the words Cointegration test.

  1. 16. Can pairs trading be used during a financial crisis?

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Axel Eurenius Larsson; Vincent Karlberg Hauge; [2020]
    Keywords : Pairs trading; Cointegration; Stationarity; Market neutrality; Financial crises; Statistical arbitrage.;

    Abstract : In this paper, it is investigated whether pairs trading is a suitable trading strategy during a financial crisis. It is written in the subject of financial statistics and aims to particularly focus on the statistical aspects of the strategy. READ MORE

  3. 17. The Relationship Between Unemployment and Oil Price, Oil Price Uncertainty, and Interest Rates in Small Open Economies : A study on Sweden, Norway, Denmark, and Finland

    University essay from

    Author : Emil Sköld; [2020]
    Keywords : Unemployment; oil price; oil price uncertainty; interest rate; cointegration; causality; small open economies;

    Abstract : This study examines the relationship between unemployment rates and oil price, oil price uncertainty, and interest rates. This relation is examined by testing for both cointegration and causality between the variables. READ MORE

  4. 18. Renewable Energy Consumption and Foreign Direct Investment : Bangladesh's Case

    University essay from Södertörns högskola/Nationalekonomi

    Author : Sumaya Tasnim; [2020]
    Keywords : economic growth; Renewable energy consumption; FDI; Vector Error Correction model;

    Abstract : FDI investment is a vital factor for the developing countries economic growth. Apart from working as a catalyst of increasing total output level, FDI is a source of clean energy, technology transfer and energy efficiency. There have been very limited studies on the impact of FDI on renewable energy consumption in the context of Bangladesh. READ MORE

  5. 19. The effect of immigration on the regional labor market outcome

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : Mohamad Alshalabi; [2020]
    Keywords : Immigration; Sweden; Employment; labor-market outcome; ARDL; Co-integration;

    Abstract : The effect of immigration on labor-market performance is the subject of various studies; most of those studies focus on the effect of immigrants on wages. The characteristics of the Nordics labor-market cause a shift in the focus to another labor-market outcome. READ MORE

  6. 20. Effects of exchange rate changes on the Zambi's trade balance

    University essay from Högskolan Väst/Avd för juridik, ekonomi, statistik och politik

    Author : Justine Kuntashula; [2020]
    Keywords : Zambia´s trade balance; real effective exchange rate; M-L condition; J- curve effect;

    Abstract : In this paper, we examined the effects of real effective exchange rate (REER) changes on the Zambia´s trade balance, and whether the Marshal-Lerner condition (M-Lerner condition) and the Jcurve effect are satisfied in Zambia following the depreciation of the Zambian Kwacha (ZMK) against the U.S. dollar. READ MORE