Intermarket Technical Research of the U.S. Capital Markets and the Czech Stock Market Performance

Kód výsledku v 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>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Intermarket Technical Research of the U.S. Capital Markets and the Czech Stock Market Performance

Popis výsledku v původním jazyce

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

Název v anglickém jazyce

Intermarket Technical Research of the U.S. Capital Markets and the Czech Stock Market Performance

Popis výsledku anglicky

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

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

AE - Řízení, správa a administrativa

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2014

Kód důvěrnosti údajů

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

Název periodika

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis

ISSN

1211-8516

e-ISSN

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Svazek periodika

62

Číslo periodika v rámci svazku

6

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

11

Strana od-do

1509-1519

Kód UT WoS článku

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EID výsledku v databázi Scopus

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