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 Moscow State University, Faculty of Economics in its series Working Papers with number 0002.
Length: 15 pages
Date of creation: Nov 2013
Date of revision:
Pricing of financial assets; rate of return; interbank credit market; speculations; stock market; stocks; stock exchange;
Other versions of this item:
- Magomet Yandiev & Alexander Pakhalov, 2013. "The Relationship Between Stock Market Parameters and Interbank Lending Market: an Empirical Evidence," Papers 1309.5703, arXiv.org.
- 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
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- 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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