Sökning: "spillovers"

Visar resultat 1 - 5 av 73 uppsatser innehållade ordet spillovers.

  1. 1. EMPIRICAL ANALYSIS OF DEPENDENCE STRUCTURES AND SPILLOVER EFFECTS ACROSS STOCK MARKETS: A STUDY OF RELATIONSHIP BETWEEN VIETNAM AND ITS MAJOR TRADING PARTNERS

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :My Phung; [2021-06-30]
    Nyckelord :stock markets; dependence structure; spillover effect; copula model; VAR-BEKK-GARCH model;

    Sammanfattning : This thesis studies dependence structures and spillover effects between the Vietnamese stock market and the American, Japanese, and European equity markets over the period from 2005 to 2020. For this purpose, I use copula-based models to investigate the dependence structure and asymmetric VAR-BEKK-GARCH frameworks to further define spillover effects. LÄS MER

  2. 2. ECB and U.S Monetary Policy Spillovers to Sweden: : Transmissions Channels and the Effects of Central Bank Information Bias/Unconventional Monetary Policy

    Master-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Ludvig Mannerson; [2021]
    Nyckelord :;

    Sammanfattning : This paper revisits the transmission of ECB and U.S Fed monetary policy to Sweden by usingrecently developed measures of ECB and Fed monetary policy shocks, corrected for the centralbank information element. To analyze the spillovers of foreign monetary policy to Sweden Irely on the Local Projections methodology. LÄS MER

  3. 3. ECONOMIC CRISES AND CRIME : The Effects of the Great Recession on Swedish Crime Rates

    Master-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Jakob Granath; [2021]
    Nyckelord :economic crises; economic crisis; crime; crime rates; crisis severity;

    Sammanfattning : This paper investigates the impact of the 2008's financial crisis on local crime rates in Sweden. I deploy a difference-in-differences approach that contrasts the changes in reported crimes between municipalities that are more or less crisis-exposed. The results show no significant effect on any crime category nor the aggregate crime rate. LÄS MER

  4. 4. The Effects of Non-Compete Agreements Enforceability on Entrepreneurship in the United States, 1995-2011

    Magister-uppsats, Lunds universitet/Ekonomisk-historiska institutionen

    Författare :Yotam Sofer; [2020]
    Nyckelord :Non-compete agreements; NCA; current population survey; CPS; business dynamics statistics; DBS; Firms starts; start-ups; Silicon-Valley; Route 128; knowledge spillovers; state-year variation; Difference-in-difference; Business and Economics;

    Sammanfattning : Restrictions of future employment in the form of non-compete agreements (agreements that restrict an employee from joining, forming, associating, or starting a competing firm) are commonly used in the American labor market. Yet their effects on entrepreneurship is not fully understood. LÄS MER

  5. 5. Dependence Structures between Commodity Futures and Corresponding Producer Indices across Varying Market Conditions : A cross-quantilogram approach

    Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Nationalekonomi

    Författare :Elin Borg; Ilya Kits; [2020]
    Nyckelord :Commodity futures contracts; Commodity producer index; Cross-quantilogram; Dependence structures; Spillovers; Tail dependence;

    Sammanfattning : This thesis examines the dependence structures between commodity futures and corresponding commodity producer equity indices in bearish, bullish and normal market conditions. We study commodity futures and producer indices in the energy, precious metals, gold and agriculture commodity markets using daily return data that ranges from 16 December 2005 to 28 June 2019. LÄS MER