Sökning: "Ralf Johansen"

Hittade 1 uppsats innehållade orden Ralf Johansen.

  1. 1. The Evolution of Equity Market Integration on Sectoral Level: A time-varying approach to analyzing the impact of EMU

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Ralf Elfving; [2011]
    Nyckelord :Integration; Cointegration; Time-varying Integration; Principal Component Analysis; Rolling windows; Sectoral Equity Indices; EMU; Business and Economics;

    Sammanfattning : This thesis analyzes the evolution of integration between equity markets based on a market index and six sector indices for four countries that adopted the EMU in 1999 as well as two countries that did not. The purpose is twofold; first to identify if the integration has increased and secondly try to determine if the EMU has played a part. LÄS MER