Please use this identifier to cite or link to this item: http://repository.hneu.edu.ua/handle/123456789/23274
Title: Financial market stability estimation models
Authors: Guryanova L. S.
Polianskyi V.
Milevskyi S. V.
Keywords: macro-system financial security
stock market financial securit
“shocks”
stability
fractal analysi
cluster analysis
Issue Date: 2019
Citation: Guryanova L. Financial market stability estimation models / L. Guryanova, V. Polianskyi, S. Milevskyi // Conference Proceedings of the 2nd International Scientific Conference Economic and Social-Focused Issues of Modern World (October 16 – 17, 2019, Bratislava, Slovak Republic). The School of Economics and Management in Public Administration in Bratislava, 2019, - pp. , 394, P. 51-56, illus., tabs., bibls.
Abstract: The problem of macro systems security subsystems transformation in the conditions of increasing turbulence is considered. Particular attention is paid to assessing the stability of financial markets, as one of the most “vulnerable” channels of external stress/infection for “shocks”. A methodological approach to the development of financial market stability models is proposed. The implementation of the models made it possible to single out macro-regions with high, medium and low levels of financial market stability. The results can be used to further identify the types of “shocks” that have a destabilizing effect on macroeconomic stability.
URI: http://repository.hneu.edu.ua/handle/123456789/23274
Appears in Collections:Статті (ЕКСА)

Files in This Item:
File Description SizeFormat 
Guryanova_Polyanskyi_Milevskyi.pdf165,57 kBAdobe PDFView/Open


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.