Макроэкономические Факторы Динамики Фондового Рынка РФ (Macroeconomic Factors of the Russian Stock Market Dynamics)

60 Pages Posted: 10 Dec 2013

See all articles by Vadim Zyamalov

Vadim Zyamalov

Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA); Gaidar Institute for Economic Policy

Marina Turuntseva

Gaidar Institute for Economic Policy; Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA)

Y. Ulyanenko

Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA)

Date Written: November 27, 2013

Abstract

Целью данной работы является исследование влияния макроэкономических показателей на финансовые рынки и анализ степени влияния этих факторов. В первом разделе приведѐн краткий обзор работ по рассматриваемой теме, сформулированы гипотезы, касающиеся влияния различных макроэкономических показателей на стоимость финансовых активов и их доходность, и приведено теоретическое обоснование данных гипотез.

This paper is about the macroeconomic indices and their effect on the financial markets and the investigation of the level of this impact. The authors provide a review of the publications on the subject, formulate hypothesis on the issue.

The paper was prepared on the basis of the research carried out in accordance with the State job RANEPA in 2012.

Note: Downloadable document is in Russian.

Keywords: macroeconomics, stock market, Russian economy

JEL Classification: E00

Suggested Citation

Zyamalov, Vadim and Turuntseva, Marina and Ulyanenko, Y., Макроэкономические Факторы Динамики Фондового Рынка РФ (Macroeconomic Factors of the Russian Stock Market Dynamics) (November 27, 2013). Available at SSRN: https://ssrn.com/abstract=2360818 or http://dx.doi.org/10.2139/ssrn.2360818

Vadim Zyamalov (Contact Author)

Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA) ( email )

Vernadskogo Avenue,82
Moscow, Moscow 119571
Russia

Gaidar Institute for Economic Policy ( email )

3-5 Gazetny Lane
Moscow, 125009
Russia

Marina Turuntseva

Gaidar Institute for Economic Policy

Gazetny lane, 3-5
Moscow, 125993
Russia

Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA) ( email )

Varnadskogo Avenue,82
Moscow, 119571
Russia

Y. Ulyanenko

Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA) ( email )

Vernadskogo Prospect 82
Sredny av. V.O., 57/43
Moscow, St. Petersburg 119571
Russia

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