Essays about: "Dennis Petersson"

Found 1 essay containing the words Dennis Petersson.

  1. 1. Financial Integration in Europe : a Cointegration Analysis of European Stock Markets

    University essay from Institutionen för ekonomisk och industriell utveckling; Filosofiska fakulteten

    Author : Robert Emanuelsson; Goran Katinic; Dennis Petersson; [2012]
    Keywords : Economics; Financial integration; Cointegration; Johansen; Granger Causality; Euro; EU; European cooperation; Engle; Granger.; Nationalekonomi; Finansiell integration; Kointegration; Johansen; Granger kausalitet; Euro; EU; Europeiskt samarbete; Engle; Granger;

    Abstract : This thesis has studied short and long-term dependence structures between European stock markets. Johansen's test for cointegration and Granger's test for non-causality have been applied in order to measure the degree of financial integration in Europe. READ MORE