Home  Journals  Financial Analytics: Science and Experience  41(131) - 2012 November

Analysis of dependence between the oil price, exchange rate and stock market of developing countries

Available online: 7 November 2012

Subject Heading: FINANCE MARKET

JEL Classification: 

This article is dedicated to exploring the relationship between the oil price, exchange rate and the rate securities in emerging markets during the period from January 2000 to December 2011. There are three stages - pre-crisis, crisis and post crisis. For information on the degree of dependence between variables used correlation analysis, analysis of stationary and Granger causality. Results of the study can be used to build scenario-based forecasts of the index values of developing countries in the medium and long term.

Keywords: price, oil, world production, developing stock market, currency market

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ISSN 2311-8768 (Online)
ISSN 2073-4484 (Print)

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