Essays about: "Correlation and Granger causality analysis"

Showing result 1 - 5 of 8 essays containing the words Correlation and Granger causality analysis.

1. 1. Effect of interest rates volatility on non-performing loan level in commercial banking sector in Rwanda : Effect of interest rates volatility on non-performing loan in Rwanda

   University essay from Karlstads universitet/Handelshögskolan (from 2013)

   Author : Nsengiyumva Samson; [2023]
   Keywords : ;

   Abstract : The financial sector in Rwanda is composed of two major categories of financial institutions. The first category consists of banking institutions that include commercial and investment banks, microfinance banks, microfinance institutions and SACCOS. READ MORE

3. 2. Investigating the Impact of Air Pollution, Meteorology, and Human Mobility on Excess Deaths during COVID-19 in Quito : A Correlation, Regression, Machine Learning, and Granger Causality Analysis

   University essay from Högskolan Dalarna/Institutionen för information och teknik

   Author : Waleed Tariq; Sehrish Naqvi; [2023]
   Keywords : Granger Causality; Gradient Boosting Machine; Lasso Regression; Excess Deaths; Correlation Analysis; Stationarity;

   Abstract : Air pollution and meteorological conditions impact COVID-19 mortality rates. This research studied Quito, Ecuador, using Granger causality tests and regression models to investigate the relationship between pollutants, meteorological variables, human mobility, and excess deaths. READ MORE

4. 3. Title: Does Bitcoin hedge inflation risk? A multivariate time series analysis

   University essay from Göteborgs universitet/Graduate School

   Author : Domenico Roberto Curciarello; [2022-06-29]
   Keywords : Bitcoin; 5 years– 5 years forward inflation expectation rate; VAR; VARX; Granger causality; Impulse response function; Forecast error variance decomposition;

   Abstract : This thesis investigates whether Bitcoin can be considered a valuable hedge against inflation risk. The research examines the relationship between Bitcoin and inflation, the two variables' forecast ability, and how an exogenous shock simulated on one variable affects the other. READ MORE

5. 4. Market efficiency and index fund flow: An empirical study of the relationship between passive investment and broad-market efficiency

   University essay from Göteborgs universitet/Graduate School

   Author : Erik Larsson; Jacob Wergeland; [2020-07-08]
   Keywords : market efficiency; Hurst exponent; mutual fund flow; passive investments;

   Abstract : An observable rise in the popularity of index funds have caused the index funds to, in 2017, capture 20% of total fund assets globally. A cornerstone of such passive investment is a belief in an efficiently priced security market. This paper aims to relate index fund flows with market efficiency during the period 2000-2019. READ MORE

6. 5. Linkage between FinTech and Traditional Financial Sector in U.S. : Comparative Study during and after Global Financial Crisis

   University essay from Högskolan i Jönköping/IHH, Företagsekonomi

   Author : Chunyan Chen; Ziyi Zhang; [2018]
   Keywords : Fintech; Traditional financial sector; Granger causality; Toda Yamamoto; linkage;

   Abstract : Background: In 2008, the financial crisis led to the deterioration of the global economy. The financial industry suffered severe setbacks. On the one hand, regulators strengthened their supervision over financial institutions and raised capital requirements. On the other hand, publics’ confidence in financial institutions declined. READ MORE