About: Impact of monetary policy on US stock market

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	The present article deals with associations between the development of money supply measured by the money aggregate M2 and the development of the American stock index Dow Jones Industrial Average. The objective of the article is to determine, describe and assess the impact of the changes of money supply (as measured by the money aggregate M2) on the development of the American stock market. Another objective is to find out whether the changes in money supply are reflected in the changes of stock prices immediately or with a time delay of several weeks. The aim of this article is by using econometric methods find, describe and analyze ipact of changing money supply to selected stock market. The second aim is disclose, if stock market react immediately or with time delay (in week). Regarding to the aim of the article was all useful historic data of money suplly (measured with money aggregate M2) and close values of DJIA obtain in monthly frequence, since 1959 to 2011. From econometric methods, will be using Pearson correlation index, Dickey-Fuller stationary test and test of Granger causality, which will be focus on realtionship between money supply (M2) and stock prices (DJIA index). The present article deals with associations between the development of money supply measured by the money aggregate M2 and the development of the American stock index Dow Jones Industrial Average. The objective of the article is to determine, describe and assess the impact of the changes of money supply (as measured by the money aggregate M2) on the development of the American stock market. Another objective is to find out whether the changes in money supply are reflected in the changes of stock prices immediately or with a time delay of several weeks. The aim of this article is by using econometric methods find, describe and analyze ipact of changing money supply to selected stock market. The second aim is disclose, if stock market react immediately or with time delay (in week). Regarding to the aim of the article was all useful historic data of money suplly (measured with money aggregate M2) and close values of DJIA obtain in monthly frequence, since 1959 to 2011. From econometric methods, will be using Pearson correlation index, Dickey-Fuller stationary test and test of Granger causality, which will be focus on realtionship between money supply (M2) and stock prices (DJIA index). (en)
Title	Impact of monetary policy on US stock market Impact of monetary policy on US stock market (en)
skos:prefLabel	Impact of monetary policy on US stock market Impact of monetary policy on US stock market (en)
skos:notation	RIV/62156489:43110/11:00180927!RIV12-MSM-43110___
http://linked.open...avai/riv/aktivita	Z
http://linked.open...avai/riv/aktivity	Z(MSM6215648904)
http://linked.open...iv/cisloPeriodika	09
http://linked.open...vai/riv/dodaniDat	2012
http://linked.open...aciTvurceVysledku	Širůček, Martin
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Mendelova univerzita v Brně / Provozně ekonomická fakulta
http://linked.open...dnocenehoVysledku	203693
http://linked.open...ai/riv/idVysledku	RIV/62156489:43110/11:00180927
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	money supply; stock market; causality (en)
http://linked.open.../riv/klicoveSlovo	money supply causality stock market
http://linked.open...odStatuVydavatele	CZ - Česká republika
http://linked.open...ontrolniKodProRIV	[E67556D3428A]
http://linked.open...i/riv/nazevZdroje	Trendy ekonomiky a managementu
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...UplatneniVysledku	2011
http://linked.open...v/svazekPeriodika	5
http://linked.open...iv/tvurceVysledku	Širůček, Martin
http://linked.open...n/vavai/riv/zamer	The Czech Economy in the Process of Integration and Globalisation, and the Development of Agricultural Sector and the Sector of Services under the New Conditions of the Integrated European Market
issn	1802-8527
number of pages	8 (xsd:int)
http://localhost/t...ganizacniJednotka	43110

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