Forecasting the price dynamics in the markets − benchmark prices (using the example of the interbank credit market and the bond market)

Williams, G.; Kotliarevskyi, O.

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Title	Forecasting the price dynamics in the markets − benchmark prices (using the example of the interbank credit market and the bond market)
Authors	Williams, G. Kotliarevskyi, O.
ORCID
Keywords	banks services pricing вартість банківських послуг цены банковских услуг pricing method метод ціноутворення метод ценообразования market – price reference point ринкова цінова орієнтована точка рыночная цена опорной точки combined method of pricing комбінований метод ціноутворення комбинированный метод ценообразования
Type	Article
Date of Issue	2017
URI	http://essuir.sumdu.edu.ua/handle/123456789/61747
Publisher	Sumy State University
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Citation	Williams, G., Kotliarevskyi, O. (2017). Forecasting the price dynamics in the markets − benchmark prices (using the example of the interbank credit market and the bond market). Financial Markets, Institutions and Risks, 1(2), 50-59. http://doi.org/10.21272/fmir.1(2).50-59.2017.
Abstract	This article proposes an algorithm for forecasting benchmark prices in the markets  price targets, an example of forecasting the average interest rate of BID on the interbank credit market of Ukraine for operations in the national currency for a period of 1 month. For the calculation, data for October-November 2015 and MayJune 2016 were adopted, since during these periods a sharp and predictable change in this rate was observed. The results of calculations showed that the proposed approach to the forecast of interest rates on the interbank market should be used when forecasting price dynamics in other markets – benchmark prices.
Appears in Collections:	Financial Markets, Institutions and Risks (FMIR)