Year of Graduation
Identification and Analysis of Factors that Determine the Dynamic of Russian Stock Market
In this thesis, factors that influence the Russian stock market were identified and analyzed. Also, a comparative analysis of the stock indexes included in the BRICS was conducted, on the tightness of the influence of a certain set of factors on each country. Models for changing the MICEX / BOVESPA / SHANGHAI indices for the period from March 31, 2008 to December 31, 2017 are constructed depending on the national currency exchange rate, the S & P 500 index and a number of other factors. Model quality assessments and interpretation of the results were conducted.