Selaus avainsanan mukaan kokoelmassa "volatility spillover"Diplomityöt ja Pro gradu -tutkielmat
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Financial connectedness of the Nordic banking sector : examining time and frequency connectedness in return volatilities of bank shares
(2020)This thesis aims to analyze the volatility connectedness found between Nordic publicly listed banking institutions between 2004 and 2020. Assessment of connectedness is done on multiple levels of granularity, from system-wide ... -
Market linkages and volatility spillover: evidence from BRIC countries
(2008)The aim of this study is to investigate volatility spillover-effect and market integration between BRIC countries. Motivated by existing literature of market integration between developed and emerging markets, we will ...
