The relationship between stock market parameters and interbank lending market: an empirical evidence
The 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.
|Date of creation:||Nov 2013|
|Contact details of provider:|| Postal: 1, Building 46, Leninskie Gory, Moscow, 119992|
Web page: http://www.econ.msu.ru/
More information through EDIRC
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.
When requesting a correction, please mention this item's handle: RePEc:upa:wpaper:0002. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Gregory Kalyagin)
If references are entirely missing, you can add them using this form.