Assessment of Global Stock Markets from 2000 to 2015

Abstract

The thesis is focused on the global market situation from 2000 to 2015. The main goal is the assessment of global stock markets on the basis of selected indicators including average rate of return, standard deviation and correlation. In addition, in order to know how stock indices can reflect and forecast growth rate of GDP, we try to analyze the correlation between rate of return on stock indices and GDP growth rate .

The thesis is focused on the global market situation from 2000 to 2015. The main goal is the assessment of global stock markets on the basis of selected indicators including average rate of return, standard deviation and correlation. In addition, in order to know how stock indices can reflect and forecast growth rate of GDP, we try to analyze the correlation between rate of return on stock indices and GDP growth rate .