Essays about: "Stefan Ryschkow"

Found 1 essay containing the words Stefan Ryschkow.

  1. 1. International Diversification Benefits : A Cointegrating Analysis Based on China, Europe and Russia

    University essay from Högskolan i Jönköping/IHH, Företagsekonomi

    Author : Stefan Ryschkow; SIQI LU; [2018]
    Keywords : Causality; diversification; dynamic cointegration; static cointegration; structural break;

    Abstract : This thesis investigates the short term and the long term cointegration relations between European and Chinese, European and Russian stock markets, with a goal to define international diversification benefits. Whereas Russia and China are considered as developing countries, Europe represents a developed market. READ MORE