Home  Journals  Economic Analysis: Theory and Practice  45(348) - 2013 December

Interconnection currency and stock markets: empirical analysis on example of Russian market

Available online: 21 December 2013

Subject Heading: METHODS OF ANALYSIS

JEL Classification: 

In the article theoretical aspects of interdependence of currency and stock markets are considered. Empirical research of an assessment of influence of TED spread and the trade weighed index of US dollar on movement of the Russian stock market by means of econometric modeling is presented.

Keywords: Russian stock market, currency market, co-integration analysis, Granger test, trade-weighted U.S. dollar index stock market of Russia

View all articles of issue

ISSN 2311-8725 (Online)
ISSN 2073-039X (Print)

Journal current issue

Vol. 23, Iss. 3 March 2024

Archive