Economic Archive

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  INNOVATIVE METHODS TO MEASURE THE MARKET RISK OF THE FOREX MARKET

  The impact of market risk on the performance of economic agents is significant. The focus of this study is on the various models and techniques to quantify the market risk of the FOREX market. The results from the empirical testing of Monte Carlo simulation models, VaR, CVaR, MVaR, VaR historical simulation, and Delta Normal VaR indicate the ... The impact of market risk on the performance of economic agents is significant. The focus of this study is on the various models and techniques to quantify the market risk of the FOREX market. The results from the empirical testing of Monte Carlo simulation models, VaR, CVaR, MVaR, VaR historical simulation, and Delta Normal VaR indicate the presence of market risk in the Foreign exchange market. Of these models, the simulation model is the best measure of market risk. Historical simulation and Delta Normal VaR, on the other hand, help diversify risk by building investment portfolios.

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  INCREASING INNOVATION POTENTIAL AND INVESTMENT ACTIVITY IN THE DEVELOPMENT OF EFFECTIVE ENTREPRENEURSHIP

  From the experience of forming the economic system based on market relations, it is known that innovation potential and investment are one of the mechanisms that move the system. Particularly, foreign investment is characterized by the fact that the country has a considerable source of capital in the country's economy, the problem of financing, ... From the experience of forming the economic system based on market relations, it is known that innovation potential and investment are one of the mechanisms that move the system. Particularly, foreign investment is characterized by the fact that the country has a considerable source of capital in the country's economy, the problem of financing, the problem of material security in the process of launching new investment projects in some sectors of the economy and solving other key issues. In order to address the aforementioned issues in the article, it is necessary to involve foreign capital as much as possible, especially in the region's economy, to make new proposals for investing in foreign investors and to attract the investments based on new innovative projects. This article analyzes the factors influencing the development of entrepreneurial activity, and develops scientifically grounded recommendations and recommendations for raising their innovative potential and investment activity under competitive conditions.

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  THE IMPACT OF COMMERCIAL BANKS ON CONVERGENCE IN THE EUROPEAN UNION

  The paper traces the impact of the international, systematically important banks on the state and phenomena observed in the European Union. It comes to the conclusion that international commercial banks further strengthen the convergence in the banking systems of the member states. In the process of disclosure of these relationships, the ... The paper traces the impact of the international, systematically important banks on the state and phenomena observed in the European Union. It comes to the conclusion that international commercial banks further strengthen the convergence in the banking systems of the member states. In the process of disclosure of these relationships, the macroeconomic factors in the European Union have also been analyzed affecting the returns from the main activity of banking institutions aggregated across member states. By sequential use of the regression model and optimization, values representing the local specificities of the individual member-state towards the Union have been reached. Links have been found that suggest a time lag in the effects observed since the crisis in 2008. Both the international banks and the stock market status in the individual member states indicate that international systematically important banks function as a conductor of extreme cross-border phenomena.