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Student
Title
Supervisor
Faculty
Educational Programme
Final Grade
Year of Graduation
Vsevolod Zybov
Identification and Analysis of Factors that Determine the Dynamic of Russian Stock Market
Financial Engineering
(Master’s programme)
8
2018
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.

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