Sökning: "Brian Lynch"
Hittade 1 uppsats innehållade orden Brian Lynch.
1. Volatility and Skewness Transmission in International Stock Markets - A Comparison Study on ETFs and Their Underlying Indices
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This paper employs a VAR framework to investigate the differences be- tween index tracking ETFs in Germany, Japan, UK and US and their under- lying indices. Our paper investigates these differences in two different settings. LÄS MER
Resultatsidor:
1