Essays about: "Massimiliano Severi"
Found 1 essay containing the words Massimiliano Severi.
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi
Abstract : This paper investigates the presence of cointegration among the main stock markets in South-East Asia, namely those of Hong Kong, Singapore, Malaysia and Thailand. Part 1 of the thesis studies the relationship using Markov-switching models, while Part 2 uses regime-shifting models with one structural break. READ MORE