Abstracting and IndexingРИНЦReferativny Zhurnal VINITI RAS Worldcat Google Scholar Online availableEastvieweLIBRARY.RU Biblioclub |
Assessment of influence of stock markets of the USA, China and Germany on stock market of Russia
Available online: 30 December 2013 Subject Heading: Innovations and investments JEL Classification:
On the basis of econometric modeling in research the influence of stock markets of the USA, China, Germany and a volatility index on stock market of the Russian Federation from January, 2000 to October, 2012 is considered. The results of calculations didn't show any long dependence of the Russian stock market on dynamics of the developed countries, including American and German, during rather stable period. During the crisis period indirect influence of these factors through the oil and currency markets was observed. Keywords: stock market of Russia, Granger test and model VAR, cointegration analysis, VIX |
ISSN 2311-8725 (Online)
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