The Relationship between The U.S. S&P 500, The Japanese Nikkei 225 and The Czech PX Index During The Last Two Decades

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F70883521%3A28120%2F12%3A43867890" target="_blank" >RIV/70883521:28120/12:43867890 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
The Relationship between The U.S. S&P 500, The Japanese Nikkei 225 and The Czech PX Index During The Last Two Decades
Original language description
The aim of this paper is to explore the daily price movements of three national equity indices - the U.S. S&P 500, the Japanese Nikkei 225, and the Czech PX Index. The intermarket model is tested across the period from 7 August 1993 to 4 January 2012 using the daily closing prices. The focus of the research is to investigate how the daily changes in the S&P 500 and the Nikkei 225 are correlated with the subsequent changes in the PX Index. The author uses statistical multivariate methods including correlation and regression analysis. The empirical results emphasize the significant non-zero positive correlation between the U.S. S&P500 and the Czech PX Index daily returns during the Phase3.
Czech name
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Czech description
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Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 18th International Business Information Management Association
ISBN
978-0-9821489-7-6
ISSN
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e-ISSN
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Number of pages
9
Pages from-to
2923-2931
Publisher name
International Business Information Management Association
Place of publication
Istanbul
Event location
Istanbul
Event date
May 9, 2012
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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