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Title Mutual influence of exchange assets: analysis and estimation
Other Titles Взаємний вплив обміну активами: аналіз та оцінка
Authors Козьменко, С.М.
Plastun, Oleksii Leonidovych  
ORCID http://orcid.org/0000-0001-8208-7135
Keywords exchange assets
correlation analysis
price dynamic analysis
обмін активами
кореляційний аналіз
аналіз динаміки цін
Type Article
Date of Issue 2011
URI http://essuir.sumdu.edu.ua/handle/123456789/50931
Publisher “Business Perspectives”
License
Citation Kozmenko, Serhiy. Mutual influence of exchange assets: analysis and estimation / Serhiy Kozmenko, Oleksiy Plastun // Banks and Bank Systems; International Research Journal. - 2011. - № 6. - С. 52-58.
Abstract 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 between 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.
Appears in Collections: Наукові видання (ННІ БТ)

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Australia Australia
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