Essays about: "Daníel Kristinsson"

Found 2 essays containing the words Daníel Kristinsson.

1. 1. Effects of changes in the Icelandic capital controls: An event study on the stock price of Össur hf.

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Daníel Kristinsson; [2015]
   Keywords : Capital controls; Cross-listing; GARCH; market model; premium; Business and Economics;

   Abstract : The aim of the thesis is to examine whether changes in the capital controls affect the premium of the cross-listed stock of Össur hf., it is listed on the Icelandic and Copenhagen stock exchange. The price difference is examined with two currency rates, the official rate as given by the Central bank of Iceland and the offshore rate. READ MORE

3. 2. The volatility spillovers between stock markets and exchange rates - Evidence from North- and South America

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Daníel Kristinsson; [2014]
   Keywords : GARCH-BEKK model; Volatility spillovers; Stock returns; Exchange rates; North American countries; Business and Economics;

   Abstract : The aim of this thesis is to look at volatility spillovers between the exchange rate changes and the stock market returns. The theoretical relationship between the exchange rate and stock market is covered with focus on two basic models, the stock oriented model and the flow oriented model. READ MORE