Alternative evaluation of S&P 500 index in relation to quantitative easing

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F17%3A43911022" target="_blank" >RIV/62156489:43110/17:43911022 - isvavai.cz</a>
Result on the web
<a href="http://ojs.wsb.edu.pl/index.php/fso/article/view/188/138" target="_blank" >http://ojs.wsb.edu.pl/index.php/fso/article/view/188/138</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Alternative evaluation of S&P 500 index in relation to quantitative easing
Original language description
The paper focuses on the impact of money supply on the S&P 500 stock index. The main goal is by using selected indicators identify the bubble. That is meaning, according to the results bring to the investors recommendations what indicator they should to use for early identification of the price bubble. The paper deals with two "standard" indicator and one "behavioural". The first use the rational price bubble variable and compare it with the standard deviation, the second one deals with the ratio market capitalisation and GDP. As "behavioural" indicator analyses of EPUI and VIX index was used. Empirical results were confirmed by the "behavioural" variables. Higher accuracy of results acquired the second empirical method, where the divisor was used.
Czech name
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Czech description
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Type
J<sub>SC</sub> - Article in a specialist periodical, which is included in the SCOPUS database
CEP classification
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OECD FORD branch
50602 - Public administration

Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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