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The relationship between stock market parameters and interbank lending market: an empirical evidence

Author

Listed:
  • Magomet Yandiev

    (Department of Economics, Lomonosov Moscow State University)

  • Alexander Pakhalov

    (Department of Economics, Lomonosov Moscow State University)

Abstract

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.

Suggested Citation

  • 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.
    • Handle: RePEc:upa:wpaper:0002
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    File URL: https://www.econ.msu.ru/sys/raw.php?o=24147&p=attachment
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    References listed on IDEAS

    as
    1. 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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    Cited by:

    1. Matveev, Aleksandr, 2014. "Proving the Relation between Stock and Interbank Markets: The Bahrain Stock Exchange," MPRA Paper 85544, University Library of Munich, Germany.

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    1. Matveev, Aleksandr, 2014. "Proving the Relation between Stock and Interbank Markets: The Bahrain Stock Exchange," MPRA Paper 85544, University Library of Munich, Germany.

    More about this item

    Keywords

    Pricing of financial assets; rate of return; interbank credit market; speculations; stock market; stocks; stock exchange;
    All these keywords.

    JEL classification:

    • 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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