Sökning: "Eugenia Korobova"

Hittade 1 uppsats innehållade orden Eugenia Korobova.

  1. 1. Cointegration and Causality in International Stock Markets: A study of long-run stochastic trends in Oil & Gas and Financials indices

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Andreas Hellstrand; Eugenia Korobova; [2010]
    Nyckelord :unit root; cointegration; causality; emerging markets; decoupling.;

    Sammanfattning : As economies around the world grow and become more integrated, it is interesting to investigate how stock markets move in relation to one another. Some activists of the theory of decoupling argue that economies of emerging markets have become so self-sufficient that they have decoupled from the developed markets. LÄS MER