Polished essays

Have any queries?  send us an email

Login
Live Chat
  • Home
  • Our services
  • How it works
  • Pricing
  • About us
  • Contact us
Order Now

  • Home
  • Our services
  • How it works
  • Pricing
  • About us
  • Contact us
Order Now

Estimate a vector autoregression (VAR) or vector error correction model (VECM) as appropriate to assess the interactions between stock returns

Estimate a vector autoregression (VAR) or vector error correction model (VECM) as appropriate to assess the interactions between stock returns, bond returns, the dividend yield, and the yield spread (as in Campbell and Viceira, 2003).

1. Construct and graph the relevant variables.

2. Test for stationarity and explain why you choose to use a VAR or a VECM.

3. Does the dividend yield or the yield spread have any predictive power for future stock or bond returns?

4. Present and discuss the Impulse Response Functions (IRFs) following a shock to each of the variables. Data is attached

Capital markets can be an indicator of the development of a country’s economy. The presence of capital markets also encourages investors to trade; therefore investors need information and knowledge of which shares are better. One way of making decisions for short-term investments is the need for modeling to forecast stock prices in the period to come. Issue of stock market-stock integration ASEAN is very important. The problem is that ASEAN does not have much time to implement one market in the economy, so it would be very interesting if there is evidence whether the capital market in the ASEAN region, especially the countries of Indonesia, Malaysia, Philippines, Singapore and Thailand deserve to be integrated or still segmented. Furthermore, it should also be known and proven What kind of integration is happening: what A capital market affects only the market Other capital, or a capital market only Influenced by other capital markets, or a Capital market as well as affecting as well Influenced by other capital markets in one ASEAN region. In this study, it will compare forecasting of Indonesian share price (IHSG) with neighboring countries (ASEAN) including developed and developing countries such as Malaysia (KLSE), Singapore (SGE), Thailand (SETI), Philippines (PSE) to find out which stock country the most superior and influential. These countries are the founders of ASEAN and share price index owners who have close relations with Indonesia in terms of trade, especially exports and imports. Stock price modeling in this research is using multivariate time series analysis that is VAR (Vector Autoregressive) and VECM (Vector Error Correction Modeling).

Services at a glance
  • Essay writing
  • Dissertation
  • Thesis
  • Research paper
  • Coursework
  • Term Paper
  • Case Study
  • Editing/Profreading
Free assistance
  • Amendments $0
  • Title page $0
  • Outline $0
  • E-mail delivery $0
  • Editing $0
  • Bibliography $0
Customers reviews

Awesome writing service!

Got a clean A. I had the writer revise a few areas and I’m here… Read more “Awesome writing service!”

This service is always on time

When you thought completing  a 4-page in one hour was impossible and bam! your writer… Read more “This service is always on time”

Working and studying at the same time is real trouble.

I have really struggled to work to pay bills and study with all the assignments… Read more “Working and studying at the same time is real trouble.”

Way to go, EssayWriting!

With all the stuff going on, I have been doing doordash to make a living.… Read more “Way to go, EssayWriting!”

About us

We are a leading essay writing platform where quality, confidentiality, reliability, and originality are paramount.

Best essay writers

Our writers have minimum Master degrees, and a vast experience in professional academic writing.

Make your payment from a trusted vendor

 

© 2020 Polishedessays. All Rights Reserved.