Analysis of Influence of Russian Stock Market Onto Ukrainian Stock Market

• Autorzy: Kostyantyn Stryzhychenko
• Języki publikacji: EN

Abstrakty

EN

Chapter 16 presents an influence of the Russian stock market on the Ukrainian stock market. The spectral analysis has been used. It has been found that the markets under consideration are highly correlated. Fluctuations of the Russian market influence the Ukrainian market with a several days lag. (original abstract)

Słowa kluczowe

EN

World stock markets; Stock exchange prediction; Stock market speculations

PL

Giełdy światowe; Prognozowanie notowań giełdowych; Spekulacje giełdowe

• Czasopismo: FindEcon Monograph Series : advances in financial market analysis
• Rocznik: 2006
• Numer: nr 2 Financial markets : principles of modeling forecasting and decision-making
• Strony: 275--283

Twórcy

autor

Kostyantyn Stryzhychenko

Bibliografia

• Vorobyov N. (1986), The Theory of Series, Moscow: Nauka.
• Granger K., Hatanaka M. (1972), The Time Series Spectral Analysis in Economics, Moscow: Statistica.
• Kandall M. (1981), The Time Series, Moscow: Finance and Statistics.
• Romanovsky P. (1973), The Fourier Series. The Field Theory. Analytical and Special Functions. Laplace Transform, Moscow: Nauka.