Sökning: "Manne Ringström"

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  1. 1. INTERGRATION OF EUROPEAN EQUITY MARKETS

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Manne Ringström; Victor Tennby; [2016-02-02]
    Nyckelord :Intergration; equity markets; euro; indices; AEX; BEL20; CAC40; DAX30; LuxX; STOXX EUROPE; MSCI; risk premium seasonality; financial crisis;

    Sammanfattning : This thesis analyses the integration levels of European equity markets towards a regional market and the world market. In addition, we test for seasonality and unit root presence in the equity market indices. We use the returns of national equity indices of five euro-countries. LÄS MER