Essays about: "Johansen cointegration test"

Showing result 1 - 5 of 32 essays containing the words Johansen cointegration test.

  1. 1. The Influence of Gold Market on Bitcoin Prices : Is there a correlation?

    University essay from Jönköping University/Internationella Handelshögskolan

    Author : Kasra Shariati; [2022]
    Keywords : Bitcoin; Gold; Investor Attention; Market Performance; Virtual Currency Development; Investments; Correlation;

    Abstract : Background: This paper analyses the influence of fluctuation in gold market on bitcoin prices. Based on previous studies, in present market conditions, volatility in gold prices have caused price changes in several other major assets in the market, such as crude oil. Gold fluctuations are likely to stimulate uncertainty in some other major assets. READ MORE

  3. 2. The impact of macroeconomic variables on the Swedish stock market : A VECM approach

    University essay from Umeå universitet/Nationalekonomi

    Author : Simon Ternbo; [2022]
    Keywords : ;

    Abstract : This paper examines the effects of macroeconomic indicators on the Swedish stock market, during the period from December 2002 until December 2021. The effects are examined through a Vector Error-Correction model (VECM), which is based on Johansen’s test of cointegration. READ MORE

  4. 3. The relationship between Renewable Energy, Electricity Prices and the Stock Market : A study on the relation between electricity prices and stock markets in chosen European countries with different energy sources

    University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Author : Tilda Forslin; Gabriel Cedergren; [2022]
    Keywords : Renewable Energy; Electricity Prices; Stock Market; Volatility; Johansen’s Cointegration Test; GARCH; DCC-GARCH;

    Abstract : In this study we analyse the relationship between renewable energy, electricity prices, and the stock market. The impact from electricity prices on stock markets have previously been thoroughly analysed. READ MORE

  5. 4. ANALYZING THE SUSTAINABILITY OF SWEDISH FISCAL POLICY : Johansen cointegration approach

    University essay from Umeå universitet/Nationalekonomi

    Author : Anton Knutsson; [2021]
    Keywords : ;

    Abstract : Fiscal policy in Sweden has varied heavily over the last 50 years, from being a distributive tool during most of the 20th century to strongly focusing on stabilization policies in the 1980s and 90s. This study examines the sustainability of Swedish fiscal policy in terms of public debt between 1800 and 2019 using data from Mauro et al. (2013). READ MORE

  6. 5. DETERMINANTS OF FOREIGN DIRECT INVESTMENT IN RWANDA

    University essay from Umeå universitet/Nationalekonomi

    Author : Renson Gatsinzi; [2021]
    Keywords : ;

    Abstract : This study attempts to examine the factors determining foreign direct investment in Rwanda for the period 1970-2019. The study considers trade openness, market size, and government expenditure as the determinants of FDI inflows. Time series analysis is used to examine the significant determinants of FDI inflows in Rwanda. READ MORE