On Stock Market Integration: Granger Causality Between Major Indices

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Journal Title
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Volume Title
Perustieteiden korkeakoulu | Bachelor's thesis
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Date
2016-08-26
Department
Major/Subject
Matematiikka ja systeemitieteet
Mcode
SCI3029
Degree programme
Teknillinen fysiikka ja matematiikka TFM
Language
en
Pages
28
Series
Description
Supervisor
Hollanti, Camilla
Thesis advisor
Ilmonen, Pauliina
Keywords
granger causality, financial integration, stock market integration, cointegration, autoregressive model
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Citation