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Financialization of the commodity future markets: a SVAR model approach
This is a study regarding the impact of the index investments in the Commodity Future Market. The models applied, focus on the Causal Analysis and the Impulse Response Function through an orthogonalisation of the Vector ...
Overreaction to the 2015 Greek debt crisis: a study on FTSE, CAC & DAX
The Greek crisis happened in a total of three peaks, the last one happening during the Summer 2015. Western European financial sectors as well as financial markets in general in Europe were hardly hit despite the fact that ...