Confirmation of the Relationship between Stock Market Parameters and Interbank Credit Market on the Example of the Kazakhstan Stock Exchange

21 Pages Posted: 19 Mar 2016 Last revised: 20 Mar 2016

See all articles by Magomet Yandiev

Magomet Yandiev

Moscow State University - Faculty of Economics

Altana Andzhaeva

Moscow State University - Faculty of Economics

Date Written: March 17, 2016

Abstract

This article presents the calculations confirming practical applicability of earlier formulated theoretical model explaining relationship between the rate of one-day credits in the interbank market, volume of speculative investments and total securities under which transactions have been closed. This article is written based on the Kazakhstan stock exchange data.

Keywords: interbank credit market, equity market, stock market, speculations, trading volumes, KASE

JEL Classification: G12, G14, G17, G21

Suggested Citation

Yandiev, Magomet and Andzhaeva, Altana, Confirmation of the Relationship between Stock Market Parameters and Interbank Credit Market on the Example of the Kazakhstan Stock Exchange (March 17, 2016). Available at SSRN: https://ssrn.com/abstract=2749242 or http://dx.doi.org/10.2139/ssrn.2749242

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/

Altana Andzhaeva

Moscow State University - Faculty of Economics ( email )

1-46 Leninskiye Gory
Moscow, 119991
Russia

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