Essays about: "OMX group formation"
Found 1 essay containing the words OMX group formation.
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1. Volatility Spillover Effects in Scandinavian Equity Markets
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : 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
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