Impact of European sovereign debt crisis on European stock indices – A Volatility Perspective Study
Refer to Dissertation guidelines attachment. Assessment criteria is given as well.
Under suggested topics, my main chosen topic is EUROZONE CRISIS, POLICY ACTIONS AND FINANCIAL MARKET VOLATILITY – you can refer to that for more info.
My supervisor said to pick 6 major European stock indices that were affected by the crisis – but do not choose Greece or Cyprus – take data of the indices from 2005 to 2017 and conduct tests om E-Views to prove hypotheses of volatility. Various types of models – GARCH models have to be used to test – also show descriptive stats –
Take various key events (eg Brexit, Trump elections, other major events) and show volatility –
A small section concerning crypto-currencies would be great too – like say how as the crisis unfolded, it eventually lead to the development of the cryprocurrency markets – Volatility of Bitcoin, Ethereum.
You can change the topic name too if something more interesting crops up.
More guidelines might be given when I meet my supervisor next (in 3-4 days but that is most unlikely to happen)