Abstracting and IndexingРИНЦReferativny Zhurnal VINITI RAS Worldcat LCCN Permalink Google Scholar Online availableEastvieweLIBRARY.RU Biblioclub |
Methodological aspects of evaluation function currency and stock markets in crisis
Available online: 23 September 2010 Subject Heading: The financial market JEL Classification:
This article discusses the methodological apparatus of assessing the interdependence of currency and stock markets. To identify the relationship between markets used econometric modeling: causal analysis Grenzhera-cosalite, the construction of a vector autoregressive models. The proposed methodological apparatus can be used to assess the interdependence of the time series in the short and long term. Keywords: econometric modeling, stock markets, exchange rate, vector autoregressive models, series stationary, correlation analysis, analysis of causation |
ISSN 2311-8709 (Online)
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