Browsing Magisteruppsatser by Author "Fathi, Adam"
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Exchange rates and stock markets
Fathi, Adam; Staf, Christian (2013-07-04)The study employs a vector error correction model, cointegration analysis and Granger causality test to examine the short- and long-run dynamic relationship between the USD/SEK exchange rate and the OMXS30. In the short-run ...