Comparative Analysis of the Effect of the Interest Rate and Reserve Policy of the Central Bank of the Russian Federation on the Dynamics of the Russian Stock Market

Student: Subbotin Ilya

Faculty: Faculty of World Economy and International Affairs

Educational Programme: World Economy (Bachelor)

Final Grade: 8

Year of Graduation: 2020

The works of many authors are devoted to the study of the influence of monetary policy on the dynamics of the stock market. However, in the context of emerging markets, this topic is not so widely addressed. This work is devoted to comparing the impact of interest and reserve policy of the Bank of Russia on the dynamics of the Russian stock market. The studied time period includes from 2014 to 2019. The construction of vector autoregression is used as the main research method.

Full text (added May 14, 2020)

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