Ukrainos karo įtakos Europos akcijų rinkoms. Tyrimas bangelių metodu /

This final bachelor thesis is about the war in Ukraine and its impact on European stock markets. The paper compares European and USA stock market indices for the period of 2020-2024. Since one of the most significant events during this period was the conflict between Russia and Ukraine, it is relevant to investigate how this conflict affected the dynamics of European and USA stocks. The method used is wavelet analysis methodology, allowing to reveal trends and changes over time. Different time periods are analyzed in the study to understand the long-term and short-term effects on the markets. Using the EXCEL program, returns of European and USA stock markets were calculated, and MATLAB program was employed to conduct coherence analysis of European and USA indices returns for the period of 2020-2024. Data published on ”Investing” website were used to obtain desired results. The main research findings include the reaction of European and USA stock markets to various events related to the Ukraine conflict, including military actions, the level of international intervention, and the application of economic sanctions. The research results can help investors and financial decision-makers better understand the impact of the Ukraine conflict and assess the risk associated with European stock investments. Additionally, the results indicated that European and USA stock indices reacted similarly to the ongoing events.

Grantor dc:publisher

Institutional Repository of Vilnius University

Year dc:date

2024

Author dc:creator

• Mackevič, Kamila,

Statement dc:rights

• info:eu-repo/semantics/openAccess

Language dc:language

lit

Repository record dc:identifier

https://repository.vu.lt/VU:ELABAETD210642130&prefLang=en_US

OAI identifier oai:identifier

oai:vu.lt:elaba:210642130