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CAN INTERMARKET MODEL BE USED TO INDICATE PX INDEX?

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F70883521%3A28120%2F12%3A43867006" target="_blank" >RIV/70883521:28120/12:43867006 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    CAN INTERMARKET MODEL BE USED TO INDICATE PX INDEX?

  • Original language description

    The aim of this paper is to present major world markets indices in their interaction and to evaluate their real ability to indicate PX index performance. The intermarket model is tested across the period from 4 January 1999 to 4 January 2012 and consistsof S&P 500 stock index, 30-Year US Treasury, R/J CRB commodity index and of US Dollar index. The results of a regression model prove the statistically significant relationship between the official index of the Prague Stock Exchange and the U.S market indices at the 99 % confidence level. The correlation between S&P 500 and PX index is emphasized.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AE - Management, administration and clerical work

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    V - Vyzkumna aktivita podporovana z jinych verejnych zdroju

Others

  • Publication year

    2012

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    The CD of participants´ reviewed papers from 14th International Conference MEKON 2012

  • ISBN

    978-80-248-2552-6

  • ISSN

  • e-ISSN

  • Number of pages

    8

  • Pages from-to

    1-8

  • Publisher name

    VŠB-Technická univerzita Ostrava

  • Place of publication

    Ostrava

  • Event location

    Ostrava

  • Event date

    Feb 1, 2012

  • Type of event by nationality

    CST - Celostátní akce

  • UT code for WoS article