Sökning: "stock market brexit"
Visar resultat 1 - 5 av 9 uppsatser innehållade orden stock market brexit.
1. Måste ett krig bryta ut för att finansmarknaden skall påverkas signifikant?
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : Political shocks are unexpected events that could cause great consequences depending on the seriousness of the shock. These shocks do not only harm the stock market but also the foreign exchange market. LÄS MER
2. A Study of the Relationship Between Mean Reversion and a Black Swan Event
Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)Sammanfattning : This study examines the relationship between mean reversion and a black swan event on the Swedish stock market. The data is taken from the Mid Cap and the Large Cap and then compared with the OMXS index. LÄS MER
3. Hur hanterar den svenska skogsbranschen Brexit? : en kvalitativ studie med fokus på svenska sågverksföretag
Kandidat-uppsats, SLU/Dept. of Forest EconomicsSammanfattning : I juni 2016 hölls en folkomröstning i Storbritannien om att stanna kvar eller lämna EU. 17,4 miljoner britter röstade för utträde vilket gav Brexit-sidan majoritet i valet med 52 procent (BBC News 2020). De svenska skogsbolagen har en stark etablerad export av trävaror till den brittiska marknaden. LÄS MER
4. Brexit and Sweden: An Examination of the Swedish Stock Market's Reaction to Brexit
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : The decision by the United Kingdom (UK) to leave the European Union (EU) is one of the most recognized political events in modern time. In this thesis, we examine the reaction on the Swedish stock market using three different approaches. First, Abnormal Returns are calculated using the market model as theoretical normal returns. LÄS MER
5. It’s Not EU, It’s Me! : An Event Study of Brexit on Financial Markets
Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)Sammanfattning : This paper investigates the impact of the European Union membership referendum in the UK on the correlations and volatility between three different broad stock market indices, utilizing an econometric time series model called DCC GARCH. Findings support the claim of higher volatility peaks on the stock market as an immediate response to the event. LÄS MER