Essays about: "cointegration stock"
Showing result 1 - 5 of 43 essays containing the words cointegration stock.
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1. Money supply and stock prices : Analyzing the relationship in Sweden through a cointegration approach
University essay from Örebro universitet/Handelshögskolan vid Örebro UniversitetAbstract : .... READ MORE
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2. On the Heterogeneous and Time-Varying Relationship Between Stock Returns and Exchange Rates: Using a Panel Smooth Transition Regression Model
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : This paper investigates the heterogeneous and time-varying relationship between stock returns and exchange rates for a panel of 19 countries using a panel smooth transition regression model and evaluates the role of the current account balance. Panel unit root tests indicate that stock market price indices and real effective exchange rates are non-stationary. READ MORE
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3. One slope does not fit all: Investigating Heterogeneity in Cointegration and Panel Methods in the Energy Intensity Literature
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This thesis aims to analyze the methods of existing studies on the relationship be- tween energy intensity and economic variables. I study panel data from 42 countries to examine the cointegration between energy intensity and GDP, capital stock, pop- ulation, and CO2 emissions as well as estimate their relationship with a pooled common correlated effects (CCEP) estimator. READ MORE
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4. The impact of macroeconomic variables on the Swedish stock market : A VECM approach
University essay from Umeå universitet/NationalekonomiAbstract : This paper examines the effects of macroeconomic indicators on the Swedish stock market, during the period from December 2002 until December 2021. The effects are examined through a Vector Error-Correction model (VECM), which is based on Johansen’s test of cointegration. READ MORE
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5. The relationship between Renewable Energy, Electricity Prices and the Stock Market : A study on the relation between electricity prices and stock markets in chosen European countries with different energy sources
University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakultetenAbstract : In this study we analyse the relationship between renewable energy, electricity prices, and the stock market. The impact from electricity prices on stock markets have previously been thoroughly analysed. READ MORE