Browsing NTNU Open by Author "Tabeshian, Atieh"

Now showing items 1-1 of 1

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. ...