Search for dissertations about: "Albina Soultanaeva"

Found 1 swedish dissertation containing the words Albina Soultanaeva.

  2. 1. Back on the map : essays on financial markets in the Baltic States

    Author : Albina Soultanaeva; Kurt Brännäs; Hossein Asgharian; Umeå universitet; []
    Keywords : Financial Markets; Time series; GARCH; Asymmetry; News; nationalekonomi; Economics;

    Abstract :  This thesis consists of five self-contained papers, which are all related to the financial markets in the three Baltic States, Estonia, Latvia and Lithuania.  Paper [I] studies the impact of news from the Moscow and New York stock exchanges on the returns and volatilities of the Baltic States' stock market indices using a time series model that accounts for asymmetries in the conditional mean and variance functions. READ MORE