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  1. 1. Determinants of the relationship between government shutdowns and real stock returns

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Ruta Zemaityte; [2020]
    Nyckelord :Government shutdowns; Financial markets; Granger causality; Government funding; Risk;

    Sammanfattning : PART I: The effects of government shutdowns on financial markets in the US are still unclear to this day, as they have not garnered enough attention from researchers. The aim of this thesis is to expand the current knowledge on these effects by analyzing how the real returns on the utilities market in the US are Granger caused by government shutdowns. LÄS MER