Essays about: "Marcus Ryhage"

Found 3 essays containing the words Marcus Ryhage.

1. 1. Volatility Forecasting Performance : An evaluation of GARCH-class models

   University essay from Umeå universitet/Nationalekonomi

   Author : Marcus Ryhage; [2021]
   Keywords : ;

   Abstract : Volatility is considered among the most vital concepts of the financial market and is frequently used as a rough measure of the total risk of financial assets. Volatility is however not directly observable in practice; it must be estimated. The procedure in estimating and modeling volatility can be performed in numerous ways. READ MORE

3. 2. Dynamics of U.S. House Prices : A VECM Approach

   University essay from Umeå universitet/Nationalekonomi

   Author : Marcus Ryhage; [2020]
   Keywords : ;

   Abstract : This paper aims to analyze the U.S. house price dynamics to estimate a long-term equilibrium price level for the U.S. READ MORE

4. 3. Effects of Monetary Policy on Stock Market Liquidity : Empirical Analysis on the Swedish Market

   University essay from Umeå universitet/Nationalekonomi

   Author : Martin Hallberg; Marcus Ryhage; [2019]
   Keywords : ;

   Abstract : After the 2008-2009 crisis, many studies have been done to assess the stock market liquidity and what influences this. The monetary policy of a central bank can have a broad impact of a country's economy and is believed to also affect the stock market. READ MORE