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Dissertation
Year: 2013 Publisher: Gent : [s.n.],
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Dit onderzoek is gebaseerd op de correctiemethode van Forbes en Rigobon (2002), waarbij de correlaties worden aangepast om de heteroskedasticiteit bias op te lossen. Er wordt onderzocht of er sprake is van besmetting gedurende de recente financiële crisis, gestart in 2007, tussen de beurzen van de vier BRIC landen en de beurs van de Verenigde Staten. Het voornaamste doel is om te bepalen of de invloeden tussen die landen veranderen door de crisis, alsook het bepalen of er bij die invloeden sprake is van besmetting. Om dit te doen voeren we een vector autoregressie uit, berekenen we verscheidene correlaties en worden er impulse response functies opgesteld. De conclusie is niet rechtlijnig, omdat we besmetting vinden voor sommige landen tijdens enkele maar niet alle crisis jaren. Samengevat kunnen we zeggen dat er besmetting is en dat de invloeden tussen de BRIC landen en de VS veranderen door de crisis.
Book
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Book
Year: 1951 Publisher: London Hamilton
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Book
Year: 1939 Publisher: Tilburg Nederlands Boekhuis
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Book
Year: 1953 Publisher: Dan Haag Stok
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Book
Year: 1948 Publisher: Place of publication unknown
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Book
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Periodical
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Book
Year: 1958 Publisher: Paris Génin
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Book
Year: 1970 Publisher: New York, N.Y. Knope
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