SWS Academic Research eLibrarySocial Sciences & Art

Browse

Search Results

Now showing 1 - 1 of 1

Author publications

S.M. Borodachev

1 linked publication records

Author: S.M. BorodachevSubject: SOCIAL SCIENCES: Section Economics and Financeclear all
Showing 1-1 of 1 records
1
References: 4th International Multidisciplinary Scientific Conference on Social Sciences and Arts SGEM2017, www.sgemvienna.org, SGEM2017 Conference Proceedings, ISBN 978-619-7105-93-3 / ISSN 2367-5659, March 28-31, Book1, Vol.1, 831-836 pp, DOI:10.5593/SGE
Publication

UNOBSERVABLE CHARACTERISTICS OF CURRENCY AND STOCK MARKETS SYSTEM IN RUSSIA

(STEF92 Technology, 2017, S.M. Borodachev)

Show more

Objective: To describe the dynamics of the joined currency and stock markets system in Russia and study the behavior of significant unobservable components of system state, in particular the dollar investment in the Russian currency. System structural model is proposed in which the main short-term control variable is the price of oil and when investing in currency rubles mass is taken from the stock market and vice versa. We use logarithms to obtain a linear relationship between due output vector and state vector....

SOCIAL SCIENCES: Section Economics and Finance2017
Showing 1-1 of 1 records
1