Reference no: EM132511391

DFA 2033Y Quantitative Finance Assignment - University of Mauritius, Mauritius

Answer ALL parts of the assignment and adhere to the page limits given for the specific questions.

Part I Topic: Stock Exchange of Mauritius (SEM)

Study Question: How have macroeconomic variables and the Covid-19 pandemic been affecting the performance of the Stock Exchange of Mauritius?

(i) Explain in details how you would be proceeding if you had to undertake the above study. [max 2 pages]

(ii) What type of data is being used for this study?

(iii) Using a sample of data over a period of one year, explain how macroeconomic variables (use at least two variables) have affected the performance of the SEM. [max 4 pages]

(iv) Using the same sample of data over a period of one year, explain how the Covid-19 virus, which was discovered in January, could have affected the performance of the SEM. Include the macroeconomic variables used in part (iii) as control variables. [max 3 pages]

Requirements: Include the result tables generated by the software when performing the regression.

Part II Topic: Stock Markets

Study Question: How have macroeconomic variables and the Covid-19 pandemic affected the performance of global stock market/s?

Identify a group of three stock markets (including the SEM) which you want to include in the study.

(i) What type of data is being used for this study?

(ii) Explain the assumptions which must be verified before undertaking a regression analysis?

(iii) Using a sample of data over a period of one year, explain how macroeconomic variables (use two variables) and the Covid-19 virus (discovered in January) have affected the performance of the stock markets. [max 4 pages]

Attachment:- Quantitative Finance Assignment File.rar