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