Master Thesis Online
The impact of the U.S.-China trade war on the European stock market
Tamimi, Jouhaina 
Promotor(s) :
Walheer, Barnabé
Date of defense : 17-Jan-2024/26-Jan-2024 • Permalink : http://hdl.handle.net/2268.2/19582
Details
| Title : | The impact of the U.S.-China trade war on the European stock market |
| Author : | Tamimi, Jouhaina
|
| Date of defense : | 17-Jan-2024/26-Jan-2024 |
| Advisor(s) : | Walheer, Barnabé
|
| Committee's member(s) : | Artige, Lionel
|
| Language : | English |
| Number of pages : | 83 |
| Keywords : | [en] trade war [en] U.S.-China trade war [en] EGARCH [en] Volatility [en] GARCH [en] EVENT STUDY |
| Discipline(s) : | Business & economic sciences > Finance |
| Institution(s) : | Université de Liège, Liège, Belgique |
| Degree: | Master en sciences de gestion, à finalité spécialisée en Banking and Asset Management |
| Faculty: | Master thesis of the HEC-Ecole de gestion de l'Université de Liège |
Abstract
[en] The objective of this research thesis is to assess the impact of the U.S.-china trade war on the European stock market, specifically the indices CAC40 DAX40 FTSEMIB IBEX all compared to the benchmark of EUROSTOXX50. The methodology used will be divided into two parts : an EGARCH volatility analysis and an event study. The analysis will use comaprison with volatility levels and cumulative abnormal returns on specific days of announcement, adjustment and anticipation.
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