Evaluation of the effectiveness of the Bank of Russia’s measures to ensure the stability of the stock market in the face of toughening sanctions
The study identifies the key features of the development of the Russian stock market in 2021 prior to the imposition of unprecedented sanctions against the Russian Federation by Western countries. The authors point out that the blow of sanctions caused chaos in the Russian stock market, which requir...
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| Format: | Article |
| Language: | English |
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Publishing House of the State University of Management
2023-02-01
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| Series: | Вестник университета |
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| Online Access: | https://vestnik.guu.ru/jour/article/view/4119 |
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| author | A. V. Berdyshev F. N. Ilmukov |
| author_facet | A. V. Berdyshev F. N. Ilmukov |
| author_sort | A. V. Berdyshev |
| collection | DOAJ |
| description | The study identifies the key features of the development of the Russian stock market in 2021 prior to the imposition of unprecedented sanctions against the Russian Federation by Western countries. The authors point out that the blow of sanctions caused chaos in the Russian stock market, which required the Bank of Russia to immediately take measures aimed at stabilizing the situation. Using the suitable mathematical apparatus, with the help of modern tools the authors evaluate the effectiveness of those measures. Based on the analysis of the interrelations between the quotations of TTF gas, PJSC Sberbank shares, PJSC Tatneft shares, MOEX index, Brent crude oil price, and the dollar exchange rate during three time periods, a conclusion is made that the measures implemented by the regulator in order to stabilize the situation in the Russian stock market were timely and effective. |
| format | Article |
| id | doaj-art-ecdda494995e421fba891ea32176b4d1 |
| institution | Kabale University |
| issn | 1816-4277 2686-8415 |
| language | English |
| publishDate | 2023-02-01 |
| publisher | Publishing House of the State University of Management |
| record_format | Article |
| series | Вестник университета |
| spelling | doaj-art-ecdda494995e421fba891ea32176b4d12025-02-04T08:28:15ZengPublishing House of the State University of ManagementВестник университета1816-42772686-84152023-02-0111213614410.26425/1816-4277-2022-12-136-1442659Evaluation of the effectiveness of the Bank of Russia’s measures to ensure the stability of the stock market in the face of toughening sanctionsA. V. Berdyshev0F. N. Ilmukov1Financial University under the Government of the Russian FederationFinancial University under the Government of the Russian FederationThe study identifies the key features of the development of the Russian stock market in 2021 prior to the imposition of unprecedented sanctions against the Russian Federation by Western countries. The authors point out that the blow of sanctions caused chaos in the Russian stock market, which required the Bank of Russia to immediately take measures aimed at stabilizing the situation. Using the suitable mathematical apparatus, with the help of modern tools the authors evaluate the effectiveness of those measures. Based on the analysis of the interrelations between the quotations of TTF gas, PJSC Sberbank shares, PJSC Tatneft shares, MOEX index, Brent crude oil price, and the dollar exchange rate during three time periods, a conclusion is made that the measures implemented by the regulator in order to stabilize the situation in the Russian stock market were timely and effective.https://vestnik.guu.ru/jour/article/view/4119stock marketbank of russiasanctionsinvestorscorrelation analysissharesmoscow exchange |
| spellingShingle | A. V. Berdyshev F. N. Ilmukov Evaluation of the effectiveness of the Bank of Russia’s measures to ensure the stability of the stock market in the face of toughening sanctions Вестник университета stock market bank of russia sanctions investors correlation analysis shares moscow exchange |
| title | Evaluation of the effectiveness of the Bank of Russia’s measures to ensure the stability of the stock market in the face of toughening sanctions |
| title_full | Evaluation of the effectiveness of the Bank of Russia’s measures to ensure the stability of the stock market in the face of toughening sanctions |
| title_fullStr | Evaluation of the effectiveness of the Bank of Russia’s measures to ensure the stability of the stock market in the face of toughening sanctions |
| title_full_unstemmed | Evaluation of the effectiveness of the Bank of Russia’s measures to ensure the stability of the stock market in the face of toughening sanctions |
| title_short | Evaluation of the effectiveness of the Bank of Russia’s measures to ensure the stability of the stock market in the face of toughening sanctions |
| title_sort | evaluation of the effectiveness of the bank of russia s measures to ensure the stability of the stock market in the face of toughening sanctions |
| topic | stock market bank of russia sanctions investors correlation analysis shares moscow exchange |
| url | https://vestnik.guu.ru/jour/article/view/4119 |
| work_keys_str_mv | AT avberdyshev evaluationoftheeffectivenessofthebankofrussiasmeasurestoensurethestabilityofthestockmarketinthefaceoftougheningsanctions AT fnilmukov evaluationoftheeffectivenessofthebankofrussiasmeasurestoensurethestabilityofthestockmarketinthefaceoftougheningsanctions |