Models of Interdependence Between Different Segments of the Financial Market. Evaluation of the Stock Market Integration

Student: Sokolova Margarita

Educational Programme: Financial Engineering (Master)

Year of Graduation: 2018

This work is related to the topic of interdependence of financial market segments. Considering that Russian financial market is supposed to be a multidimensional phenomenon, this paper includes different existing segmentations of financial market. Moreover, there is a research the results of which are logically justified. All in all, there are six segments of financial marker: stock market, currency market, fixed income market, derivatives market and money market. The data is taken from 1/01/2008 bis 15/04/2018. Additionally, the theoretical assessment of stock market integration is held.

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