Sökning: "Heli Raulamo"

Hittade 1 uppsats innehållade orden Heli Raulamo.

  1. 1. Conditional Heteroscedastic Cointegration Analysis with Structural Breaks - A study on the Chinese stock markets

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Heli Raulamo; Andrea Kratz; [2011]
    Nyckelord :cointegration; conditional heteroscedasticity; structural break; China; global financial crisis; Business and Economics;

    Sammanfattning : A large number of studies have shown that macroeconomic variables can explain co-movements in stock market returns in developed markets. The purpose of this paper is to investigate whether this relation also holds in China’s two stock markets. By doing a heteroscedastic cointegration analysis, the long run relation is investigated. LÄS MER