Essays about: "Henrik Ohlsén"

Found 1 essay containing the words Henrik Ohlsén.

  1. 1. Global Stock Market Contagion: A study of the transmission mechanism of shocks during the 2008 financial crisis

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Anders Skarholt; Henrik Ohlsén; [2010]
    Keywords : Contagion; Correlation; Comovement; Spillover;

    Abstract : Tests for contagion between international equity markets have usually been based on the assumption of constant cross-market correlation. Due to time-varying correlations, these tests can generate biased results. READ MORE