ATTENTION/WARNING - NE PAS DÉPOSER ICI/DO NOT SUBMIT HERE

Ceci est la version de TEST de DIAL.mem. Veuillez ne pas soumettre votre mémoire sur ce site mais bien à l'URL suivante: 'https://thesis.dial.uclouvain.be'.
This is the TEST version of DIAL.mem. Please use the following URL to submit your master thesis: 'https://thesis.dial.uclouvain.be'.
 

The influence of macroeconomic variables on the dynamic conditional correlations of stock market returns. An empirical evidence of BRIC economies.

Corbisier de Méaultsart, Clémence ; du Parc Locmaria du Parc, Grégoire
(2022)

Files

Corbisier_duParc_21471700_34441700_2022.pdf
  • Open access
  • Adobe PDF
  • 1.81 MB
Download

Details

Supervisors
Leonardo Iana
Faculty
Louvain School of Management
Degree label
Master [120] : ingénieur de gestion, à finalité spécialisée
Abstract
This thesis examines whether the macroeconomic variables can help investors understanding with greater accuracy the dynamic conditional pairwise correlation of BRIC in order to assess the risk level of their portfolio. Based on our observations we can therefore conclude that macroeconomic variables (exchange rate, interest rate, inflation rate, money supply an oil price) do indeed have an influence on the integration of BRIC stock markets.