Sökning: "Dennis Emanuelsson"

Hittade 1 uppsats innehållade orden Dennis Emanuelsson.

  1. 1. Financial Integration in Europe : a Cointegration Analysis of European Stock Markets

    Master-uppsats, Institutionen för ekonomisk och industriell utveckling; Filosofiska fakulteten

    Författare :Robert Emanuelsson; Goran Katinic; Dennis Petersson; [2012]
    Nyckelord :Economics; Financial integration; Cointegration; Johansen; Granger Causality; Euro; EU; European cooperation; Engle; Granger.; Nationalekonomi; Finansiell integration; Kointegration; Johansen; Granger kausalitet; Euro; EU; Europeiskt samarbete; Engle; Granger;

    Sammanfattning : This thesis has studied short and long-term dependence structures between European stock markets. Johansen's test for cointegration and Granger's test for non-causality have been applied in order to measure the degree of financial integration in Europe. LÄS MER