The Relationship Between Stock Market Parameters and Interbank Lending Market: an Empirical Evidence
AbstractThe article presents calculations that prove practical importance of the earlier derived theoretical relationship between the interest rate on the interbank credit market, volume of investment and the quantity of securities tradable on the stock exchange.
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Bibliographic InfoPaper provided by arXiv.org in its series Papers with number 1309.5703.
Date of creation: Sep 2013
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Web page: http://arxiv.org/
Other versions of this item:
- Magomet Yandiev & Alexander Pakhalov, 2013. "The relationship between stock market parameters and interbank lending market: an empirical evidence," Working Papers 0002, Moscow State University, Faculty of Economics.
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
This paper has been announced in the following NEP Reports:
- NEP-ALL-2013-09-25 (All new papers)
- NEP-BAN-2013-09-25 (Banking)
- NEP-FMK-2013-09-25 (Financial Markets)
- NEP-LAM-2013-09-25 (Central & South America)
- NEP-LTV-2013-09-25 (Unemployment, Inequality & Poverty)
- NEP-NEU-2013-09-25 (Neuroeconomics)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Magomet Yandiev, 2011. "The Damped Fluctuations as a Base of Market Quotations," Working Papers 0003, Moscow State University, Faculty of Economics.
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