Intermarket Technical Research of the U.S. Capital Markets and the Czech Stock Market Performance
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F70883521%3A28120%2F14%3A43872458" target="_blank" >RIV/70883521:28120/14:43872458 - 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
Intermarket Technical Research of the U.S. Capital Markets and the Czech Stock Market Performance
Original language description
Globalization of the capital markets increasingly leads the investors to understand the fundamentals and technicals of asset cross-correlations and the global asset allocation seems to be an important task. The paper measures product momentum correlations between the four leading global benchmarks Standard & Poor?s stock index, Thomson Reuters/Jeff eries CRB index, 30-Year U.S. Treasury Bond Price index and Dollar Index and between these indices and the Czech stock PX index. Empirical results illustratethat statistically signifi cant correlations between U.S. indices existed over some past period at the 95.0% confi dence level. In addition, the signifi cant relation between indices Standard & Poor?s stock index, Thomson Reuters/Jeff eries CRB index and the Czech stock market PX during the past fifteen years has been detected. These conclusions were reached from an analysis of monthly data in the United States and the Czech Republic, from January 1999 to April 2014. The empirical resul
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AE - Management, administration and clerical work
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis
ISSN
1211-8516
e-ISSN
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Volume of the periodical
62
Issue of the periodical within the volume
6
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
11
Pages from-to
1509-1519
UT code for WoS article
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EID of the result in the Scopus database
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