Analysis of Influence of Russian Stock Market Onto Ukrainian Stock Market

Kostyantyn Stryzhychenko ()
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Kostyantyn Stryzhychenko: Kharkiv National Economic University, Ukraine

Chapter 16 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2006, vol. 2, pp 275-283 from University of Lodz

Abstract: 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.

Keywords: World stock markets; Stock exchange prediction; Stock market speculations (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:ann:findec:book:y:2006:n:02:ch:16:mon

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