Advanced search

Showing result 11 - 15 of 46 essays matching the above criteria.

  1. 11. The Impacts of the Czech Economy on the Slovak Economy – Evidence from the VAR model

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Matús Rozvadský; Duyun Lei; [2022]
    Keywords : Regression analysis; vector autoregression; dynamic model; Czech economy; Slovak economy; Business and Economics;

    Abstract : This paper studies the effect of the Czech economy on the Slovak Republic. Specifically, we analyze the general economic relationship as well as responses of macroeconomic variables of Slovakia to shocks in the Czech Republic. Firstly, we present the theoretical background of their relationship on top of which we build a regression analysis. READ MORE

  3. 12. EMPIRICAL ANALYSIS OF DEPENDENCE STRUCTURES AND SPILLOVER EFFECTS ACROSS STOCK MARKETS: A STUDY OF RELATIONSHIP BETWEEN VIETNAM AND ITS MAJOR TRADING PARTNERS

    University essay from Göteborgs universitet/Graduate School

    Author : My Phung; [2021-06-30]
    Keywords : stock markets; dependence structure; spillover effect; copula model; VAR-BEKK-GARCH model;

    Abstract : This thesis studies dependence structures and spillover effects between the Vietnamese stock market and the American, Japanese, and European equity markets over the period from 2005 to 2020. For this purpose, I use copula-based models to investigate the dependence structure and asymmetric VAR-BEKK-GARCH frameworks to further define spillover effects. READ MORE

  4. 13. Does the price development on housing in Stockholm make sense? : An empirical analysis of a possible price bubble on the housing market of Stockholm

    University essay from Södertörns högskola/Nationalekonomi

    Author : Rebecca Hedberg; [2021]
    Keywords : Toda Yamamoto approach; Granger-Causality; VAR model; Price bubbles; Swedish housing market;

    Abstract : The indebtedness of Swedish households has more than doubled in the last ten decades despite the implementation of a mortgage ceiling and stricter amortization requirements. This study takes form to investigate how it is possible that debt related to housing is rising while new regulations against it has been set and how housing prices continues to increase when lending is supposed to be harder. READ MORE

  5. 14. Macroeconomic variables and their impact on the Swedish stock market

    University essay from Södertörns högskola/Institutionen för samhällsvetenskaper

    Author : Timur Cengiz; David Holmer; [2021]
    Keywords : Macroeconomics; Stocks; Macroeconomic variables; Stock market;

    Abstract : The objective of this study is to investigate the impact of a few selected macroeconomic variables on the Swedish stock market index OMXS30. The study uses time series monthly data during the period 2000-2019. To investigate these relationships, the time series are transformed into stationary processes. READ MORE

  6. 15. Is there a long-run relationship between stock prices and economic activity and are stock returns a leading indicator for economic growth? : Evidence from the Scandinavian countries: Sweden, Norway and Denmark

    University essay from Örebro universitet/Handelshögskolan vid Örebro Universitet

    Author : Anna Carlsson; Jonas Holm; [2021]
    Keywords : ;

    Abstract : The purpose of this paper is twofold. First, the Johansen cointegration framework is applied to analyze the long-run relationship between stock prices and economic activity, using GDP as a proxy. In consideration of a long-run relationship a vector error correction model (VECM) is estimated to analyze the parameters of cointegration. READ MORE