Sökning: "Christian Staf"
Hittade 1 uppsats innehållade orden Christian Staf.
1. Exchange rates and stock markets
Magister-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistikSammanfattning : The study employs a vector error correction model, cointegration analysis and Granger causality test to examine the short- and long-run dynamic relationship between the USD/SEK exchange rate and the OMXS30. In the short-run we found statistical evidence of OMXS30 granger causing the USD/SEK currency exchange rate positively but no statistical evidence that the USD/SEK exchange rate granger cause OMXS30. LÄS MER
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