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[{"key": "dc.contributor.advisor", "value": "Junttila, Juha", "language": null, "element": "contributor", "qualifier": "advisor", "schema": "dc"}, {"key": "dc.contributor.author", "value": "Tuomikoski, Olli", "language": null, "element": "contributor", "qualifier": "author", "schema": "dc"}, {"key": "dc.date.accessioned", "value": "2016-01-20T20:00:05Z", "language": null, "element": "date", "qualifier": "accessioned", "schema": "dc"}, {"key": "dc.date.available", "value": "2016-01-20T20:00:05Z", "language": null, "element": "date", "qualifier": "available", "schema": "dc"}, {"key": "dc.date.issued", "value": "2015", "language": null, "element": "date", "qualifier": "issued", "schema": "dc"}, {"key": "dc.identifier.other", "value": "oai:jykdok.linneanet.fi:1507846", "language": null, "element": "identifier", "qualifier": "other", "schema": "dc"}, {"key": "dc.identifier.uri", "value": "https://jyx.jyu.fi/handle/123456789/48385", "language": null, "element": "identifier", "qualifier": "uri", "schema": "dc"}, {"key": "dc.description.abstract", "value": "T\u00e4ss\u00e4 ty\u00f6ss\u00e4 tutkitaan suomalaisten ja ruotsalaisten toimialojen osakemarkkinanoteerausten altistumista valuuttakurssiriskille vuosina 1988-2015. Tutkimuksessa pyrit\u00e4\u00e4n selvitt\u00e4m\u00e4\u00e4n altistuvatko toimialojen p\u00f6rssikurssit valuuttakurssiriskille, onko maiden v\u00e4lill\u00e4 eroa altistumisessa, onko euron k\u00e4ytt\u00f6\u00f6notto vaikuttanut altistumiseen sek\u00e4 onko altistumisessa eroja eri toimialojen v\u00e4lill\u00e4. Tutkimusmenetelmin\u00e4 k\u00e4ytet\u00e4\u00e4n kahta lineaarista regressiomallia, joissa toimialatuottoja selitet\u00e4\u00e4n joko kotimaan valuutan dollarim\u00e4\u00e4r\u00e4isell\u00e4 valuuttakurssimuutoksella tai valuuttakurssimuutoksella ja markkinatuotolla, sek\u00e4 yht\u00e4 GARCH(1, 1)-muotoista regressiomallia. Tutkimuksessa havaitaan, ett\u00e4 kaikkien toimialojen tuotot altistuvat tilastollisesti merkitsev\u00e4sti valuuttakurssiriskille ainakin yhdell\u00e4 tutkimustavoista, ja toimialojen altistumiskertoimet poikkeavat toisistaan merkitsev\u00e4sti. Maiden v\u00e4lisiss\u00e4 altistumisissa on tilastollisesti merkitsev\u00e4\u00e4 eroa, mutta euron k\u00e4ytt\u00f6\u00f6noton vaikutuksista ei voida tehd\u00e4 kovin voimakkaita johtop\u00e4\u00e4t\u00f6ksi\u00e4.", "language": "fi", "element": "description", "qualifier": "abstract", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Submitted using Plone Publishing form by Olli Tuomikoski (oltatuom) on 2016-01-20 20:00:04.959356. Form: Pro gradu -lomake (https://kirjasto.jyu.fi/julkaisut/julkaisulomakkeet/pro-gradu-lomake). JyX data: [jyx_publishing-allowed (fi) =True]", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Submitted by jyx lomake-julkaisija (jyx-julkaisija.group@korppi.jyu.fi) on 2016-01-20T20:00:05Z\nNo. of bitstreams: 2\nURN:NBN:fi:jyu-201601201217.pdf: 1999670 bytes, checksum: 933982f07991e4ecd425f0b82ad220b6 (MD5)\nlicense.html: 4817 bytes, checksum: cd648e78a22b2c097cf7f3d1100735d9 (MD5)", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Made available in DSpace on 2016-01-20T20:00:05Z (GMT). No. of bitstreams: 2\nURN:NBN:fi:jyu-201601201217.pdf: 1999670 bytes, checksum: 933982f07991e4ecd425f0b82ad220b6 (MD5)\nlicense.html: 4817 bytes, checksum: cd648e78a22b2c097cf7f3d1100735d9 (MD5)\n Previous issue date: 2015", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.format.extent", "value": "1 verkkoaineisto (89 sivua)", "language": null, "element": "format", "qualifier": "extent", "schema": "dc"}, {"key": "dc.format.mimetype", "value": "application/pdf", "language": null, "element": "format", "qualifier": "mimetype", "schema": "dc"}, {"key": "dc.language.iso", "value": "fin", "language": null, "element": "language", "qualifier": "iso", "schema": "dc"}, {"key": "dc.rights", "value": "In Copyright", "language": "en", "element": "rights", "qualifier": null, "schema": "dc"}, {"key": "dc.subject.other", "value": "valuuttakurssiriski", "language": null, "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "altistuminen", "language": null, "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "euro", "language": null, "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "toimialat", "language": null, "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "Suomi", "language": null, "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "Ruotsi", "language": null, "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.title", "value": "Valuuttakurssiriskille altistuminen Suomessa ja Ruotsissa", "language": null, "element": "title", "qualifier": null, "schema": "dc"}, {"key": "dc.type", "value": "master thesis", "language": null, "element": "type", "qualifier": null, "schema": "dc"}, {"key": "dc.identifier.urn", "value": "URN:NBN:fi:jyu-201601201217", "language": null, 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