首页    期刊浏览 2024年12月13日 星期五
登录注册

文章基本信息

  • 标题:Mutual influence of exchange assets:analysis and estimation
  • 本地全文:下载
  • 作者:Serhiy Kozmenko ; Oleksiy Plastun
  • 期刊名称:Banks and Bank Systems
  • 印刷版ISSN:1816-7403
  • 电子版ISSN:1991-7074
  • 出版年度:2011
  • 卷号:6
  • 期号:2
  • 页码:52-57
  • 语种:English
  • 出版社:LLC "CPC "Business Perspectives"
  • 摘要:This paper examines the dynamic of prices for different exchange assets in relation to the dynamics of other exchange instruments. The analysis shows that in certain periods there exists a strong connection between the exchange assets (direct or indirect) but it is rather unstable. The understanding of such dependencies allows to predict the market price changes. The coefficient of correlation can act as a measure of convergence or divergence of two "equal” assets. For example,a strong positive correlation be tween the two exchange assets lead to conclusion that in the case of a big movement in one asset we can wait for equivalent changes in other exchange asset.
  • 关键词:exchange assets;correlation analysis;forecast;price dynamic analysis;prediction;market "focus”.
国家哲学社会科学文献中心版权所有