Abstracting and IndexingРИНЦReferativny Zhurnal VINITI RAS Worldcat Google Scholar Online availableEastvieweLIBRARY.RU Biblioclub |
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 |
ISSN 2311-8725 (Online)
|
|