Essays about: "Jonathan Ljungqvist"

Found 2 essays containing the words Jonathan Ljungqvist.

  1. 1. Stock Market Misvaluation and Foreign Direct Investment in the USA - a Cointegrating Relationship

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Viktor Augustsson; Jonathan Ljungqvist; [2015]
    Keywords : Market Predictability; Fire-sale Hypothesis; Cointegration; Foreign Direct Investment; Misvaluation; Business and Economics;

    Abstract : The dynamics of misvaluation and Foreign Direct Investment (FDI) have long been debated in light of the efficient market hypothesis. Still, the existence of misvaluation in itself raises the eyebrows of economists as it would entail the possibility of cross-border arbitrage. READ MORE

  3. 2. Measuring Risk for WTI Crude Oil - An application of Value-at-Risk

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Alexander Eriksson; Jonathan Ljungqvist; [2014]
    Keywords : Market Risk; VaR; Crude oil; Forecasting; Business and Economics;

    Abstract : Crude oil is the most traded energy commodity in the world, and its price has a large impact on the everyday life of billions. Given the volatility of crude oil prices and its enormous effects on economies worldwide, there has been a growing demand for risk quantification and risk management for the market participants. READ MORE