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QUESTION 7 Now the investor would like to know how various major international events affected these diHerent share markets in the past as this may

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QUESTION 7 Now the investor would like to know how various major international events affected these diHerent share markets in the past as this may provide a guide as to what could happen in the future. Given the size of the American economy the returns on US shares may be considered equivalent to the market returns, therefore can be used to estimate the market model for the other share markets. (a) (b) (d) Estimate the the systematic risk or betas for each o "international share markets with re spectto the US market Do this using excel's regression function to estimate the market model: Rn = I30 + BlRugt , where i refers to the other nine share markets. Interpret the coe \"icient of determination, the Fstatistic and the size and signicance of the slope coefficients. Conduct ttests against unity for the betas to determine if these share markets would be considered 'passive', 'aggressive' or 'neutral' relative to the US. Construct event dummy (or binary) variables to represent three international events that may have a'ected these markets: (i) The Asian nancial crisis one from Aug 199'":r to Jul 1998, zero otherwise. (ii) The Global Financial Crisis (GFC) one from Feb 2007 to Feb 2009, zero otherwise. (iii) Covidl 9 one from Jan 2020 to Mar 2020, zero otherwise. Reestimate each of your market models for the international share markets with the addition of these event dummy variables as both intercept and slope coefficients. Evaluate these new models using the signicance or otherwise of these dummy variables to identir how the international events affected the share markets. Briey discuss your results. QUESTION 8 (a) (b) (6) Select E of the international events listed in part (d) onUESTION 7 that you think mightyield interesting results. Construct a state dummy variable then reestimate Hong Kong's market model including this new dummy variable as well as the original event dummy included both for the intercept and slope coefficients. Inerpret your results. Repeat part (a) of this question but do so for another country's market model with either the same or a di \"erent international event. Drawing on any of your findings in this assignment, briey (less than one page) make some comments about the risk and return tradeo \" across these international share markets, and how this may have been di \"erentially affected by the various international events that you have analysed

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