Sökning: "Ossian Markiewicz"

Hittade 2 uppsatser innehållade orden Ossian Markiewicz.

1. 1. Exploring the Relationship Between HousingPrices and Stock Prices

   Master-uppsats, KTH/Industriell ekonomi och organisation (Inst.)

   Författare :JOSEF AGUZ; OSSIAN MARKIEWICZ; [2018]
   Nyckelord :Housing Prices; Stock Prices; Cointegration; Credit Effect; Wealth Effect;

   Sammanfattning : This study investigates the long- and short-run relationship between stock- and housingprices in Finland, Denmark, Norway and Sweden between 1987-2017 and 1995-2017 with data from OECD statistics. By using interest rate as a control variable and Johansen's Test for Cointegration, the results show a significant relationship for Finland during the period 1995-2017. LÄS MER

3. 2. Swedish Equities: Casanovas or commited Cointegrated partners

   Kandidat-uppsats, Uppsala universitet/Statistiska institutionen

   Författare :Alexander Fors; Ossian Markiewicz; [2016]
   Nyckelord :Cointegration; Stability; Mean Reversion; Pairs Trading;

   Sammanfattning : This thesis investigates the long-run stability of Cointegrated pairs in the Swedish Equity Market. Stability is evaluated by estimating pairs in an in-sample period then rolling the win- dow forward. A Pairs Trading strategy is then applied to the estimated pairs and traded out-of-sample. LÄS MER