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  • The aim of this paper is to present major world markets indices in their interaction and to evaluate their real ability to indicate PX index performance. The intermarket model is tested across the period from 4 January 1999 to 4 January 2012 and consists of S&P 500 stock index, 30-Year US Treasury, R/J CRB commodity index and of US Dollar index. The results of a regression model prove the statistically significant relationship between the official index of the Prague Stock Exchange and the U.S market indices at the 99 % confidence level. The correlation between S&P 500 and PX index is emphasized.
  • The aim of this paper is to present major world markets indices in their interaction and to evaluate their real ability to indicate PX index performance. The intermarket model is tested across the period from 4 January 1999 to 4 January 2012 and consists of S&P 500 stock index, 30-Year US Treasury, R/J CRB commodity index and of US Dollar index. The results of a regression model prove the statistically significant relationship between the official index of the Prague Stock Exchange and the U.S market indices at the 99 % confidence level. The correlation between S&P 500 and PX index is emphasized. (en)
Title
  • CAN INTERMARKET MODEL BE USED TO INDICATE PX INDEX?
  • CAN INTERMARKET MODEL BE USED TO INDICATE PX INDEX? (en)
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  • CAN INTERMARKET MODEL BE USED TO INDICATE PX INDEX?
  • CAN INTERMARKET MODEL BE USED TO INDICATE PX INDEX? (en)
skos:notation
  • RIV/70883521:28120/12:43867006!RIV13-MSM-28120___
http://linked.open...avai/riv/aktivita
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http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
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  • 125887
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  • RIV/70883521:28120/12:43867006
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  • Performance measurement, financial markets, returns (en)
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  • [B166EFFB3CFB]
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  • Ostrava
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  • Ostrava
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  • The CD of participants´ reviewed papers from 14th International Conference MEKON 2012
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  • Vychytilová, Jana
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  • Vysoká škola báňská - Technická univerzita Ostrava
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  • 978-80-248-2552-6
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  • 28120
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