How Crises Change the Impact of the Global Stock Market on the Russian Stock Market

  • Elena N. Egorova Central Economics and Mathematics Institute of Russian Academy of Sciences
  • Maria S. Vigrianova Central Economics and Mathematics Institute of Russian Academy of Sciences
DOI: https://doi.org/10.24412/2713-2242-2022-2-55-65
Keywords: Stock Markets, Global Stock Indexes, Global Oil Sector, Global Financial Sector, RTS Index, Russian Oil and Gas Companies, Russian Banks, Statistical Dependence, Pandemic, Statistical Analysis.

Abstract

The article is devoted to the indicators of the world and Russian stock markets, their history and the results of the study of their statistical relationship in 2006-2021. Special attention is paid to the impact of economic crises on these links, including the crisis caused by the COVID-19 pandemic. The analysis was carried out in relation to the Russian stock index RTS, stock prices of the largest oil and gas and financial companies in Russia and their dependence on the oil and gas and financial sectors of the global stock market.

Дата поступления статьи в редакцию: 2022-04-03.

Дата принятия статьи к публикации: 2022-04-27. 

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Author Biographies

Elena N. Egorova, Central Economics and Mathematics Institute of Russian Academy of Sciences

PhD, senior researcher

Address: 47, Nakhimovsky prospect, Moscow, 117418, Russia

E-mail: el-nik-egor@mail.ru

Scopus Author ID 7101668595

RINC ID 705927

ORCID ID 0000-0002-7097-0825

Maria S. Vigrianova, Central Economics and Mathematics Institute of Russian Academy of Sciences

researcher

Address: 47, Nakhimovsky prospect, Moscow, 117418, Russia

E-mail: mousemv@gmail.com

RINC ID 773304

ORCID ID 0000-0001-8585-7465

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Published
2022-05-05
How to Cite
Egorova, E. N., & Vigrianova, M. S. (2022). How Crises Change the Impact of the Global Stock Market on the Russian Stock Market. In the Center of Economy, 3(2), 55-65. https://doi.org/10.24412/2713-2242-2022-2-55-65
Issue
Vol. 3 No. 2 (2022): In the Center of Economy
Section
Finance, monetary circulation and credit
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