The Impact of Macroeconomic Indicators on the Russian Stock Market

Student: Ershov Kirill

Supervisor: Sergey M. Menshikov

Educational Programme: Economics (Bachelor)

Year of Graduation: 2016

This paper investigates the impact of macroeconomic indicators on Russian Stock market. The analysis performed on the daily data from March 2005 to March 2016. I use the yield of RTSI index as a variable reflecting the Russian Stock market. This study contributes to the literature by using daily data and surprise variables as a regressors for the model.

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