
Publication
UNOBSERVABLE CHARACTERISTICS OF CURRENCY AND STOCK MARKETS SYSTEM IN RUSSIA
(STEF92 Technology, 2017, S.M. Borodachev)
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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
