Essays about: "Yuntan Sun"

Found 2 essays containing the words Yuntan Sun.

1. 1. Dynamic linkages between China and US equity markets under two recent financial crises

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Yuntan Sun; Ya Xu; [2010]
   Keywords : Equity markets linkages; Financial Crisis; Return causality; Volatility spillovers; MGARCH – BEKK model.; Business and Economics;

   Abstract : This paper explores and compares the effects of two financial crises (the 1997 Asian Financial Crisis and the 2007-2010 Subprime Financial Crisis) on short-run and long-run linkages between equity markets in China (mainland and Hong Kong) and US. In particular, we not only investigate the return causality relationships by applying vector autoregressive (VAR) analysis, but we also examine the volatility spillover effects by using a multivariate GARCH - BEKK model. READ MORE

3. 2. Mergers and Acquisitions of North American and European Airline Industry: An Event Study Evidence on Value Creation

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Ya Xu; Yuntan Sun; [2009]
   Keywords : event study; airline industry; M As; Value Creation.; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : With the development of international markets and the globalization of economic activities, mergers and acquisitions (M&A) as a strategy for both internal and external growth become more and more important. A representative case is the M&A transactions in North American and European airline industry. READ MORE