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17.10.2018
It is followed by the 5,000- and 100-ruble notes (25% and 18% respectively) — the other two of the top three.
According to Bank of
default on loans ...................................... 16
3. THE ABM ESTIMATION ................................................................................................... 16
4. ABM-BASED FORECASTS .............................................................................................. 18
CONCLUSIONS .................................................................................................................... 22
REFERENCES ...................................................................................................................... 24
APPENDIX. ........................................................................................................................... 28
WORKING PAPER Forecasting the implications of
585 575 159 119 119 528 484 462 70 69 67 18 18 18 17 17 16
of which the City of
Moscow and Moscow
recent events were nonetheless not impactful on the RTS index path.
Figure 18. VIX index (S&P500) and RTS volatility Figure 19. EMBI+Russia and
15.3 16.7 18.8 18.4 22.8 14.2 15.0 11.7
July 15.6 16.5 18.6 17.5