|Task (attach an assignment brief if required)||The purpose of this group project is to conduct econometric analyses, based on a set of MSCI indices. The project will be conducted in Python, so the Python tutorials will be very useful.
Collect monthly data for your assigned MSCI index series (each group will have a different set of series) so that you can generate return series for the sample period July 2002 to June 2022.
Each group will have two different indices therefore every group will have different results. We will make checks to ensure the analysis is replicable. We will be assessing the work based on how well each group has performed the different steps of the analyses and interpreted the results. It is therefore important to communicate your insights in a clear and concise manner.
See Appendix 1 of this document for a detailed description of the task.
3.What is required of me in this assessment?
|Guidelines/details of how to prepare your submission||Your submission should comprise:
· Cover page with the group number and student numbers of all group members
· Report with clear structure (at least introduction, main body, conclusion) and tables and figures
· Reference list with all sources used
· Appendix (optional)
· Minutes of your Group Meetings
Each group leader should upload an electronic version of the report to Blackboard in either word format or PDF via the submission point under ‘Assessments’.
|Three key pieces of advice based on the feedback given to the previous cohort who completed this assignment||We do not only want to see that you are able to apply the appropriate econometric techniques, but also that you know what they mean and are able to interpret them. It does not matter whether you find statistically significant results or not, provided you interpret your findings correctly. Ensure that you dedicate sufficient time to understanding your findings and their implications and communicate this clearly in your report.
We expect every group to go beyond the references provided under ‘Resources’ below to show that they have read widely for this project and can link their findings to those of existing studies.
Do not copy and paste raw output from Python into the project – this looks very messy and unprofessional. Rather think about creative ways how you can report and display your findings. Turn to studies published in peer-reviewed finance journals for inspiration.
|Formatting Guidelines||Word or pdf with the group number and group members’ student numbers on the cover page
|Word limit/guidance and penalty applied||2,500 words, and you must not include more than 10 tables/figures in your report.
The meeting minutes, tables/figures, reference list and potential appendices are not part of the 2,500 words limit.