Essays about: "Taina Brännström"

Found 1 essay containing the words Taina Brännström.

  1. 1. A Study of the Excess Comovement on the Swedish Stock Market 1985-2003

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Taina Brännström; [2005]
    Keywords : Excess comovement; financial contagion; portfolio theory; correlation; diversification.; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : This paper is focused on two phenomenons that is called excess comovement and financial contagion. The excess comovement is defined as the comovement, or correlation, between normally uncorrelated assets, that can not be explained by economic fundamentals and financial contagion is the occurrence of excess comovement. READ MORE