Essays about: "Johansen’s test"
Showing result 6 - 6 of 6 essays containing the words Johansen’s test.
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6. Financial Integration in Europe : a Cointegration Analysis of European Stock Markets
University essay from Institutionen för ekonomisk och industriell utveckling; Filosofiska fakultetenAbstract : 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