Alternative evaluation of S&P 500 index in relation to quantitative easing

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F17%3A43911022" target="_blank" >RIV/62156489:43110/17:43911022 - isvavai.cz</a>

Výsledek na webu

<a href="http://ojs.wsb.edu.pl/index.php/fso/article/view/188/138" target="_blank" >http://ojs.wsb.edu.pl/index.php/fso/article/view/188/138</a>

DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Alternative evaluation of S&P 500 index in relation to quantitative easing

Popis výsledku v původním jazyce

The paper focuses on the impact of money supply on the S&amp;P 500 stock index. The main goal is by using selected indicators identify the bubble. That is meaning, according to the results bring to the investors recommendations what indicator they should to use for early identification of the price bubble. The paper deals with two &quot;standard&quot; indicator and one &quot;behavioural&quot;. The first use the rational price bubble variable and compare it with the standard deviation, the second one deals with the ratio market capitalisation and GDP. As &quot;behavioural&quot; indicator analyses of EPUI and VIX index was used. Empirical results were confirmed by the &quot;behavioural&quot; variables. Higher accuracy of results acquired the second empirical method, where the divisor was used.

Název v anglickém jazyce

Alternative evaluation of S&P 500 index in relation to quantitative easing

Popis výsledku anglicky

The paper focuses on the impact of money supply on the S&amp;P 500 stock index. The main goal is by using selected indicators identify the bubble. That is meaning, according to the results bring to the investors recommendations what indicator they should to use for early identification of the price bubble. The paper deals with two &quot;standard&quot; indicator and one &quot;behavioural&quot;. The first use the rational price bubble variable and compare it with the standard deviation, the second one deals with the ratio market capitalisation and GDP. As &quot;behavioural&quot; indicator analyses of EPUI and VIX index was used. Empirical results were confirmed by the &quot;behavioural&quot; variables. Higher accuracy of results acquired the second empirical method, where the divisor was used.

Druh

J_SC - Článek v periodiku v databázi SCOPUS

CEP obor

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OECD FORD obor

50602 - Public administration

Projekt

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Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2017

Kód důvěrnosti údajů

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

Název periodika

Forum Scientiae Oeconomia

ISSN

2300-5947

e-ISSN

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Svazek periodika

5

Číslo periodika v rámci svazku

1

Stát vydavatele periodika

PL - Polská republika

Počet stran výsledku

14

Strana od-do

5-18

Kód UT WoS článku

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EID výsledku v databázi Scopus

2-s2.0-85063037448