The Influence of the Political Uncertainty on the Stock Market Returns of British Companies after Leaving from European Union

Student: Golodnyuk Vladislav

Educational Programme: Economics (Bachelor)

Final Grade: 8

Year of Graduation: 2017

This research paper is aimed at caring out empirical analysis of influence of political uncertainty on stock returns of different groups of companies on example of Brexit. For analysis of influence 4 indices consisting of market stock prices of British companies were formed – indices are classified with respect to their susceptibility to political risk. Various modifications of ARCH-family models were used for revealing effects that were caused by appearance of political uncertainty.

Full text (added May 10, 2017)

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