Essays about: "stock market integration"

Showing result 11 - 15 of 50 essays containing the words stock market integration.

  1. 11. Stock market integration between the BRICS countries : Long-term investment opportunities

    University essay from Linköpings universitet/Nationalekonomi

    Author : Richard Konradsson; Theodor Porss; [2019]
    Keywords : BRICS; cointegration; diversification; causality; systematic risk; risk-premium;

    Abstract : This paper investigates the long-term diversification opportunities that exists for global investors among the BRICS nations. It analyzes how risk-averse investors can allocate funds between the countries in order to maximize the expected return in relation to the overall risk. READ MORE

  3. 12. Socially Sustainable Planning for Ursvik’s Development and Integration

    University essay from KTH/Urbana och regionala studier

    Author : Kristen Koehler; [2018]
    Keywords : Housing Development; Residential Segregation; Integration; Swedish Housing Market; Stockholm Development; Bostadsutveckling; Bostadssegregation; Integration; Svenska bostadsmarknaden; Stockholms utveckling;

    Abstract : As the City of Stockholm continues to grow, there is a looming fear that there will not be enough housing for a growing population. Municipalities within Stockholm County are building up their housing stock to contribute solutions to the infamous housing crisis that is on the rise. READ MORE

  4. 13. Linkages between the Chinese stock market and the macroeconomic climate in the U.S. and EU

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Gabriel Ekman; Petter Månsby; [2018]
    Keywords : VECM; Impulse Responses; Variance Decomposition; Chinese stock market; macroeconomic linkages; finacial integration; Business and Economics;

    Abstract : The purpose of this paper is to examine the relationship between investments in the Chinese stock market and shocks to the macroeconomic climate in the U.S. and in the EU. READ MORE

  5. 14. Financial integration and international asset pricing of Chinese stock markets

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Ho Wai NG; Weiwei Zhu; [2018]
    Keywords : Financial integration; International asset pricing; Emerging Market Finance;

    Abstract : Our analysis draws several meaningful findings. First, we find that there is predictability of Chinese stock market return on latent variables which include common and local specific information. We also find that the conditional volatility and local price of risk are time varying for China. READ MORE

  6. 15. The influence that a common currency and market conditions have on economic integration : A cross-quantilogram and DCC-EGARCH approach

    University essay from Linköpings universitet/Nationalekonomi

    Author : Sebastian Lindman; Tom Tuvhag; [2018]
    Keywords : Economic integration; Business cycle synchronization; Correlation; Market condition; DCC- EGARCH; Cross-quantilogram;

    Abstract : Countries participating in a common currency area increase their integration within the area. This paper investigates the impact common currency areas have for economic integration with economies of different characteristic outside the area. Results for a common currency group compares to a sovereign currency group. READ MORE