Перегляд за автором "Bril, M."

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  • Зображення мініатюри
    Публікація
    Dynamics of World Indices as a Reflection of the Development World Financial Market
    (IJAAFMR, 2021) Lyashenko, V.; Bril, M.; Shapran, O.
    Economic dynamics are closely interconnected with various segments of economic relations. A special role among such relationships is formed in the financial markets. This is due to the ability to attract the necessary financial resources or redistribute financial resources between various business entities. This can be achieved with the help of various groups of securities. Ea ch such group of securities is also characterized by some stock index. This index reflects the dynamics of securities prices. Consequently, the dynamics of stock indices is a reflection of the dynamics of the development of the financial market. To study the dynamics of stock indices, we use the ideology of wavelets. We have chosen wavelet coherence among the tools of the wavelet ideology. Wavelet coherence allows you to study the mutual dynamics of stock indices and draw the necessary conclusions. The paper examines the dynamics of the main world stock indices. The estimates of the wavelet coherence for the mutual dynamics of stock indices are shown. All results are based on real data. The conclusion is made about the expediency of using wavelet coherence for assessing the mutual dynamics of stock indices and assessing the development of the financial market.
  • Зображення мініатюри
    Публікація
    Empirical Estimates of Data on the Dynamics of Changes in the World Foreign Exchange Market
    (IJAMSR, 2021) Lyashenko, V.; Bril, M.; Pyvavar, I.
    Empirical assessments are generalized characteristics of the data, processes and phenomena that are being investigated. Such estimates are based on real data, which are considered from some historical perspective. Particular attention is paid to such assessments in the study of processes, events, phenomena that occur in different spheres of the economy. This allows you to assess the situation from different points of view, justify and make the necessary decisions. Among the different spheres of the economy and areas of economic activity, the need for foreign exchange transactions should be highlighted. In a market economy, during the period of globalization, such a need arises for many business entities (access to raw materials markets, sales markets, implementation of cooperation, and provision of conditions for the division of labor). This is due to the fact that the conduct of economic activities requires the establishment of a correspondence between the monetary units of different countries. In this regard, the paper considers an approach to assessing data on the dynamics of changes in the world foreign exchange market. This approach is based on methods of wavelet analysis, where an approach to data estimation based on wavelet coherence is chosen. At the same time, the ideology of the formation of cross-rates of currencies is also taken into account. We considered different currency pairs and constructed estimates of their wavelet coherence. Conclusions are drawn about the dynamics of each of the currency pair s that we are considering. The results of the analysis of estimates of wavelet coherence for the currency pairs that we are studying are generalized. Research results are based on real data. All results are presented in the form of visual graphs, which allows the continuation of similar studies. It is shown that the results of the study are in agreement with the results of other authors.
  • Зображення мініатюри
    Публікація
    US Financial Sector as a Reflection of Changes in the Prices of Shares of Leading Banks
    (IJARW, 2023) Bril, M.; Kolomiiets, Y. Y.; Lyashenko, V.
    Market relations cover all areas of economic dynamics; help the interaction of different business entities. This transforms the traditional prevalence of either only the banking sector of the economy or only the stock market. Positive changes are ta king place that are transforming the financial sector. This leads to the need for new research, taking into account the territoria l and temporal aspects of assessing the dynamics of the respective markets. Based on this, the paper considers the US financial sec tor. For these purposes, we consider key market shares that reflect the dynamics of the functioning and development of leadin g banks. The analysis is carried out using classical statistical approaches. As separate characteristics of such consideration, quotat ions for bank shares and the volume of sales of these shares are studied. We also use wavelet coherence estimates to consi der the mutual dynamics of the data, which helps to better understand the ongoing processes in the US financial market. The work presents a lot of graphs and diagrams, wavelet coherence estimates. This makes it possible to evaluate the reliability of the o btained results.