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Modeling the interaction among the Ukrainian and foreign stock markets

The interaction between Ukrainian stock market PFTS index, Russian stock market MICEX index, and Dow Jones (the United States of America) in the shortand long-term horizon was investigated in the study. Key words: stock market, indices, regression, vector autoregression, return. У статті розглянуто...

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Bibliographic Details
Published in:Економічний вісник Донбасу
Date:2010
Main Author: Lyashenko, S.V.
Format: Article
Language:English
Published: Інститут економіки промисловості НАН України 2010
Subjects:
Finance
Online Access:https://nasplib.isofts.kiev.ua/handle/123456789/23787
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Journal Title:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:Modeling the interaction among the Ukrainian and foreign stock markets / S.V. Lyashenko // Економічний вісник Донбасу. — 2010. — № 4(22). — С. 1-7. — Бібліогр.: 15 назв. — англ.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine

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