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Student
Title
Supervisor
Faculty
Educational Programme
Final Grade
Year of Graduation
Elizaveta Stepanova
Macrofactors and Stock Market
2018
In this Master's thesis an extended study of the influence of macroeconomic factors on the stock index of certain countries is presented. For the analysis, two groups of countries were chosen, different in terms of country risk. The sample study included ten countries with their corresponding stock indices and macroeconomic variables. The key issue of the paper is to compare the influence of macroeconomic variables on the stock index of countries with different levels of risk. The analysis was carried out for the 2010-2016 data, with the help of such models as GARCH (1,1), VAR and VECM

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