Essays about: "Spillover index"

Showing result 21 - 22 of 22 essays containing the words Spillover index.

1. 21. The Secret Life of Fear: Interdependencies Among Implied Volatilities Represented by different Stock Volatility Indices Treated as Assets

   University essay from Göteborgs universitet/Graduate School

   Author : Saku Nousiainen; [2010-11-05]
   Keywords : Dynamic Conditional Correlation; Implied Volatility; MGARCH; Risk Management; Time Series Analysis; Volatility Index; Volatility Spillover;

   Abstract : This study focuses on the systemic interdependencies of specified volatility indices, the underlying assets of which are major stock indices of developed financial markets. The volatility indices in question follow the standard VIX specification, and thus give forward-looking 30-day estimates of implied volatilities on each market respectively. READ MORE

3. 22. The effects of Ikea and external shopping centers on regional trade and retail growth : A comparative analysis of Ikea’s establishment in Kalmar and Karlstad

   University essay from Högskolan Dalarna/Företagsekonomi

   Author : Mohamed Abdulwahab Alhasweh; Babrak Farid; [2010]
   Keywords : trade; regional trade; retail; retail growth; external trade; competition; location; impact; market place; out-of-town shopping; external shopping; IKEA; convenience goods; non-convenience goods; catchment area;

   Abstract : This paper examines the effects of Ikea store establishment in Kalmar and Karlstad on the trade and retail inside the two cities, and as well on the trade and retail in the close neighboring municipalities and in further peripheral municipalities in both regions. After the establishment of Ikea store, Kalmar and Karlstad have experienced significant growth in trade and retail. READ MORE