Essays about: "OMX group formation"

Found 1 essay containing the words OMX group formation.

  1. 1. Volatility Spillover Effects in Scandinavian Equity Markets

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Yan Xu; [2013]
    Keywords : Key words: stock markets; US; the aggregate European; OMX group formation; 2008 financial crisis impacts; mean; volatility; spillover; Business and Economics;

    Abstract : The mean and volatility spillover effects from the US and the aggregate European stock markets into individual Scandinavian equity markets are investigated by applying an EGARCH volatility-spillover model. Both the mean and volatility spillover effects from the US market are found to be significant. READ MORE