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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| Published in: | Економічний вісник Донбасу |
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| Date: | 2010 |
| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут економіки промисловості НАН України
2010
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| Subjects: | |
| 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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