Essays about: "Joakim Puusaari"
Found 1 essay containing the words Joakim Puusaari.
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1. Examining the market linkage between the US stock market and the oil market: A multivariate GARCH approach
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : In this study the relationship between the US stock market and the oil market is examined in terms of volatility and co-volatility. A multivariateGARCH approach is therefore applied by using an asymmetric BEKK model on daily returns which cover the period from 1 January 2002 to 31 December 2008. READ MORE
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