Essays about: "stock market linkages"

Showing result 1 - 5 of 12 essays containing the words stock market linkages.

  1. 1. The impact of macroeconomic factorson the propensity of risk : How macroeconomic factors influence the level of risk in different stock market

    University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

    Author : Mohammed Mohammed; Mattias Zheng; [2023]
    Keywords : Propensity Risk; Stock Market; Inflation; Exchange rate and IPP;

    Abstract : Background: Asset prices, investment choices, and market mood can all be greatly impacted by macroeconomic factors and risk perception. Therefore, for investors, portfolio managers, policymakers, and regulators looking to negotiate the complexity of financial markets, knowing how macroeconomic factors affect risk is crucial. READ MORE

  3. 2. 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

  4. 3. 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

  5. 4. A Study of the Systemic Risk in the Japanese Banking System - An application of the CoVaR method

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Qian Wu; [2015]
    Keywords : Japanese Banking System; Japan; Systemic risk; CoVaR; Business and Economics;

    Abstract : CoVaR is one of the pioneering systemic risk measures proposed during the financial turmoil of 2008, introduced by Adrian and Brunnermeier (2008). It is based on the familiar risk measurement Value-at-Risk (VaR). READ MORE

  6. 5. Nordic Banks - Credit Risk and Risk Linkages

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Erik Mahlanen; Isabel Fransén Eklund; [2015]
    Keywords : banking crisis; probability of default; Merton; Hall and Miles; VaR; CoVaR; Business and Economics;

    Abstract : The recent global financial crisis has once again shown how fragile the financial system is. This essay investigates the credit risk in the Nordic banking sector by measuring the probability of default of the six major Nordic banks. This is done by using the Merton (1974) model which utilizes stock prices as well as balance sheet data. READ MORE