Forecasting the price dynamics in the markets − benchmark prices (using the example of the interbank credit market and the bond market)
Journal Title: Financial Markets, Institutions and Risks - Year 2017, Vol 1, Issue 2
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 May-June 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.
Authors and Affiliations
Oleh Kotliarevskyi
Keywords
Related Articles
- EP ID EP493159
- DOI 10.21272/fmir.1(2).50-59.2017
- Views 95
- Downloads 0
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