The aim/ objective of the assignment is to:
A. Observe both economic / financial market long run and short relationship variables of the country or countries selected. Utilising appropriate techniques and methodology discuss such relationship and do incorporate necessary dummy variables if necessary.
B. The write-up should be in a paper format (as attached), with a minimum word count of 3000 words and required to be submitted by 5th December 2021 (by 5.00pm).
C. Financial and economic data websites:
a. https://www.thisismoney.co.uk/money/markets/index.html
b. https://finance.yahoo.com/
c. https://fred.stlouisfed.org/
d. https://csimarket.com/markets/markets_glance.php
e. https://etfdb.com/etfs/
f. http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
g. https://www.treasury.gov/resource-center/data-chart-center/Pages/index.aspx
h. https://www.quandl.com/tools/api
i. https://www.eui.eu/Research/Library/ResearchGuides/Economics/EuropeanEUandEurozoneStatistics
j. https://www.economicsnetwork.ac.uk/data_sets
k. https://www.focus-economics.com/regions/euro-area
In order to complete the task, you are first encouraged to read the pdf articles provided. Your format of write up should cover:
- Abstract
- Introduction
a. Also include some financial theories related to the relationship of such variables. - A literature on the financial variables of the county or countries that you are analysing
- Methodology applied
a. You need to discuss the methodology used in the study including the models. - Results – Discuss the results for each objective.
- Conclusion
Sample Solution