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
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DOI - Digital Object Identifier
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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
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AE - Management, administration and clerical work
OECD FORD branch
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Result continuities
Project
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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
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e-ISSN
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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
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