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Student
Title
Supervisor
Faculty
Educational Programme
Final Grade
Year of Graduation
Anna Andrianova
Investigation of the Dynamic of Russian Eurobonds
Economics and Statistics
(Bachelor’s programme)
9
2018
The Eurobond market is promising for both companies and investors.

This work is devoted to modeling and forecasting the Russian Eurobond market with the help of a formed index based on domestic securities. Models of ARIMA, ARCH, ADL and ARMAX types were estimated, with the help of which a reliable two-week forecast was built. The impact of other popular financial indices, as well as the dollar's rate, on the dynamics of the domestic Eurobond market was assessed.

The relevance of the work consists in the absence of similar works devoted to the Eurobond market in Russia.

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