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Baltic Dry Index påverkan på den sydkoreanska skeppsbyggnadsindustrin

Denward, Frans LU (2011) NEKK01 20111
Department of Economics
Abstract
Purpose: This paper analyzes the connection between the Baltic Dry Index (BDI) and the South Korean stock market. It also focuses on the BDI’s connection to the three biggest shipbuilding companies in the country.
Methodology: The paper embarks from an econometric perspective. Data was collected and tested through regression analysis. The approach is quantitative.
Result: The result assesses that there is a weak statistical connection between the BDI and the three biggest shipbuilding companies’ stocks, although this connection only exists before the global economic crisis 2008. Connections with other time periods were non-significant. The South Korean stockmarket as a whole was represented by the indexes KOSPI50 and KOSPI200. The... (More)
Purpose: This paper analyzes the connection between the Baltic Dry Index (BDI) and the South Korean stock market. It also focuses on the BDI’s connection to the three biggest shipbuilding companies in the country.
Methodology: The paper embarks from an econometric perspective. Data was collected and tested through regression analysis. The approach is quantitative.
Result: The result assesses that there is a weak statistical connection between the BDI and the three biggest shipbuilding companies’ stocks, although this connection only exists before the global economic crisis 2008. Connections with other time periods were non-significant. The South Korean stockmarket as a whole was represented by the indexes KOSPI50 and KOSPI200. The only index of these to that showed any connection to the BDI was KOSPI200, although only for a time period not including the global economic crisis. (Less)
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author
Denward, Frans LU
supervisor
organization
course
NEKK01 20111
year
type
M2 - Bachelor Degree
subject
keywords
Baltic Dry Index, BDI, Shipbuilding industry, econometric, regression analysis
language
Swedish
id
1975270
date added to LUP
2011-06-16 14:16:16
date last changed
2011-06-16 14:16:16
@misc{1975270,
  abstract     = {Purpose: 	This paper analyzes the connection between the Baltic Dry Index (BDI) and the South Korean stock market. It also focuses on the BDI’s connection to the three biggest shipbuilding companies in the country. 
Methodology: 	The paper embarks from an econometric perspective. Data was collected and tested through regression analysis. The approach is quantitative.
Result: 	The result assesses that there is a weak statistical connection between the BDI and the three biggest shipbuilding companies’ stocks, although this connection only exists before the global economic crisis 2008. Connections with other time periods were non-significant. The South Korean stockmarket as a whole was represented by the indexes KOSPI50 and KOSPI200. The only index of these to that showed any connection to the BDI was KOSPI200, although only for a time period not including the global economic crisis.},
  author       = {Denward, Frans},
  keyword      = {Baltic Dry Index,BDI,Shipbuilding industry,econometric,regression analysis},
  language     = {swe},
  note         = {Student Paper},
  title        = {Baltic Dry Index påverkan på den sydkoreanska skeppsbyggnadsindustrin},
  year         = {2011},
}