Sökning: "Dennis Johansen"
Hittade 1 uppsats innehållade orden Dennis Johansen.
1. Financial Integration in Europe : a Cointegration Analysis of European Stock Markets
Master-uppsats, Institutionen för ekonomisk och industriell utveckling; Filosofiska fakultetenSammanfattning : 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
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