The Relationship between Stock Market Parameters and Interbank Lending Market: An Empirical Evidence

15 Pages Posted: 25 Sep 2013

See all articles by Magomet Yandiev

Magomet Yandiev

Moscow State University - Faculty of Economics

Alexander Pakhalov

Moscow State University - Faculty of Economics

Date Written: September 23, 2013

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.

Keywords: pricing of financial assets, rate of return, interbank credit market, speculations, stock market, stocks, stock exchange

JEL Classification: G12, G14

Suggested Citation

Yandiev, Magomet and Pakhalov, Alexander, The Relationship between Stock Market Parameters and Interbank Lending Market: An Empirical Evidence (September 23, 2013). Available at SSRN: https://ssrn.com/abstract=2329871 or http://dx.doi.org/10.2139/ssrn.2329871

Magomet Yandiev (Contact Author)

Moscow State University - Faculty of Economics ( email )

1-46 Leninskiye Gory
Moscow, 119991
Russia
+79037699393 (Phone)

HOME PAGE: http://www.econ.msu.ru/departments/fincred/staff/M.I.Yandiev/

Alexander Pakhalov

Moscow State University - Faculty of Economics ( email )

1-46 Leninskiye Gory
Moscow, 119991
Russia

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