| fullrecord |
[{"key": "dc.contributor.advisor", "value": "Raatikainen, Juhani", "language": "", "element": "contributor", "qualifier": "advisor", "schema": "dc"}, {"key": "dc.contributor.author", "value": "Miettinen, Matteus", "language": "", "element": "contributor", "qualifier": "author", "schema": "dc"}, {"key": "dc.date.accessioned", "value": "2022-05-25T07:02:47Z", "language": null, "element": "date", "qualifier": "accessioned", "schema": "dc"}, {"key": "dc.date.available", "value": "2022-05-25T07:02:47Z", "language": null, "element": "date", "qualifier": "available", "schema": "dc"}, {"key": "dc.date.issued", "value": "2022", "language": "", "element": "date", "qualifier": "issued", "schema": "dc"}, {"key": "dc.identifier.uri", "value": "https://jyx.jyu.fi/handle/123456789/81281", "language": null, "element": "identifier", "qualifier": "uri", "schema": "dc"}, {"key": "dc.description.abstract", "value": "Tutkimuksessa selvitet\u00e4\u00e4n Credit Default Swap markkinan ja osakemarkkinan v\u00e4list\u00e4 suhdetta Granger-kausaalisuuden kautta. Markkinoiden v\u00e4list\u00e4 suhdetta tutkitaan toimialakohtaisesti ottaen huomioon markkinoiden keskeiset toimialat. Suhdetta tutkitaan my\u00f6s pilkkomalla k\u00e4yt\u00f6ss\u00e4 ollut aineisto osiin taloudellisen tilanteen mukaan, jotta saadaan selvitetty\u00e4 markkinoiden v\u00e4lisen suhteen kehittymist\u00e4 erilaisissa tilanteissa. Tutkimuksen tavoitteena on selvitt\u00e4\u00e4, kulkeeko informaatio markkinoiden v\u00e4lill\u00e4 ja kulkeeko se yksipuolisesti markkinalta toiselle vai molempiin suuntiin. T\u00e4m\u00e4 selvitysty\u00f6 tehd\u00e4\u00e4n luomalla katsaus aikaisempaan kirjallisuuteen sek\u00e4 ty\u00f6ss\u00e4 k\u00e4ytett\u00e4v\u00e4n vektoriautoregressiivisen mallin avulla, jolla kausaalisuussuhdetta pyrit\u00e4\u00e4n selvitt\u00e4m\u00e4\u00e4n. Tutkimuksen tulokset tukevat aikaisempaa valtavirran tutkimusta ja tutkimuksen tuloksista on havaittavissa, ett\u00e4 informaatio kulkee p\u00e4\u00e4osin osakemarkkinalta CDS-markkinalle. Tulosten perusteella ei ole havaittavissa, ett\u00e4 toimialoilla olisi yht\u00e4l\u00e4inen reaktio erilaisiin taloudellisiin kriiseihin. Subprimekriisin aikaista dataa tarkastellessa nelj\u00e4ll\u00e4 toimialalla seitsem\u00e4st\u00e4 yhteys pysyy samansuuntaisena kuin kriisitt\u00f6m\u00e4n\u00e4kin aikana. IT- ja softwaretoimialoilla yhteys k\u00e4\u00e4ntyy p\u00e4invastaiseksi. Koronakriisin aikaan taas kolmella toimialalla kausaalisuussuhdetta ei ole havaittavissa ollenkaan ja pankkisektoria tarkastellessa Granger-kausaalisuussuhde k\u00e4\u00e4ntyy p\u00e4invastaiseksi.", "language": "fi", "element": "description", "qualifier": "abstract", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Submitted by Paivi Vuorio (paelvuor@jyu.fi) on 2022-05-25T07:02:47Z\nNo. of bitstreams: 0", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Made available in DSpace on 2022-05-25T07:02:47Z (GMT). No. of bitstreams: 0\n Previous issue date: 2022", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.format.extent", "value": "42", "language": "", "element": "format", "qualifier": "extent", "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": "Credit Default Swap", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "CDS-markkina", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.title", "value": "CDS-markkinan ja osakemarkkinan v\u00e4linen suhde", "language": "", "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-202205252909", "language": "", "element": "identifier", "qualifier": "urn", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Master\u2019s thesis", "language": "en", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Pro gradu -tutkielma", "language": "fi", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Jyv\u00e4skyl\u00e4 University School of Business and Economics", "language": "en", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Jyv\u00e4skyl\u00e4n yliopiston kauppakorkeakoulu", "language": "fi", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Taloustieteet", "language": "fi", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Business and Economics", "language": "en", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "Jyv\u00e4skyl\u00e4n yliopisto", "language": "fi", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "University of Jyv\u00e4skyl\u00e4", "language": "en", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Taloustiede", "language": "fi", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Economics", "language": "en", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "yvv.contractresearch.funding", "value": "0", "language": "", "element": "contractresearch", "qualifier": "funding", "schema": "yvv"}, {"key": "dc.type.coar", "value": "http://purl.org/coar/resource_type/c_bdcc", "language": null, "element": "type", "qualifier": "coar", "schema": "dc"}, {"key": "dc.rights.accesslevel", "value": "openAccess", "language": null, "element": "rights", "qualifier": "accesslevel", "schema": "dc"}, {"key": "dc.type.publication", "value": "masterThesis", "language": null, "element": "type", "qualifier": "publication", "schema": "dc"}, {"key": "dc.subject.oppiainekoodi", "value": "2041", "language": "", "element": "subject", "qualifier": "oppiainekoodi", "schema": "dc"}, {"key": "dc.subject.yso", "value": "arvopaperimarkkinat", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "p\u00e4\u00e4omamarkkinat", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "osakkeet", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.rights.url", "value": "https://rightsstatements.org/page/InC/1.0/", "language": null, "element": "rights", "qualifier": "url", "schema": "dc"}]
|