Influence of Monetary Policy Announcements on Ukraine’s Stock Market Return and Volatility

The aim of the article is to assess the influence of decisions on the monetary policy on return and volatility of the Ukrainian stock market (on the basis of the representative stock index PFTS) with consideration to the phase of the financial cycle. Daily opening prices for the period of 2000-20...

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Bibliographic Details
Main Authors: Pavlov Roman A., Levkovich Oksana V.
Format: Article
Language:English
Published: PH "INZHEK" 2016-08-01
Series:Problemi Ekonomiki
Subjects:
Online Access:http://www.problecon.com/export_pdf/problems-of-economy-2016-3_0-pages-274_280.pdf