Essays about: "Sebastian Dietzsch"

Found 1 essay containing the words Sebastian Dietzsch.

  1. 1. The Correlation Between Treasury Securities and the Stock Market: A Study of Explanatory Variables

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Sandra Svensson; Sebastian Dietzsch; [2009]
    Keywords : Stock market; macroeconomic variables; treasury securities; flight into quality; bond-stock correlation; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : The purpose of the thesis is to retrieve the correlation between treasury securities of different maturities and the stock market and find significant variables to explain this relationship. Correlation time series were retrieved and used as dependent variables in a multivariate regression in order to find significant explanatory variables. READ MORE