Blar i Studentoppgaver (Business) på forfatter "Nyhage, Kristoffer"
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Returns and volatility spillover effect between foreign exchange and stock market; Analysis on Norway, Sweden and Denmark
Nyhage, Kristoffer (Masteroppgave/UIS-HH/2019;, Master thesis, 2019-06-17)This thesis examines the return and volatility effects between the foreign exchange and stock markets in three Scandinavian countries—Norway, Sweden, and Denmark. VAR models, Granger causality tests, impulse response ...