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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

  • DOI - Digital Object Identifier

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

  • Czech description

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

Result continuities

  • Project

  • 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

  • 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

  • EID of the result in the Scopus database