Blar i NTNU Open på forfatter "Tabeshian, Atieh"
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Effects of Brexit on the financial markets - An empirical study using event study methodology and GARCH models
Tabeshian, Atieh (Master thesis, 2018)In the current empirical analysis, I investigated whether Brexit was a surprise for financial markets. I studied evidence from currency and stock markets in the UK and EU, using event study methodology and GARCH models. ...