Relationship between two financial variables

Assignment Help Portfolio Management

Reference no: EM131445883 , Length: word count:2000

You are required to present a detailed analysis looking at the relationship between two financial variables. The aim of your report is to identify and investment strategy that seeks to materialise gains through portfolio diversification. Your report should be supported with appropriate time series analysis, research questions and hypothesis aiming to identify interlinkages between your variables, and their implications for portfolio management. Develop a general report highlighting your findings and recommendations to the investor. Be sure to link your findings to relevant economic and financial theories

Relevant topics
Stationarity
ARIMA models
Cointegration
Causality
Johansen Cointegration Test
VAR
VECM
Contagion

Reference no: EM131445883

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