This thesis aims to identify the links between economic developments and move-ments in US stock markets. The period from Q1 2001 to Q3 2016 inclusive was chosen for an analysis of the relationship between trends in GDP time series and the S&P 500 index. A correlation analysis was carried out on the time series ex-amined, while the Granger causality test was used to determine the causal rela-tionship between them.
Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:428837 |
Date | January 2019 |
Creators | Svoboda, Petr |
Source Sets | Czech ETDs |
Language | Czech |
Detected Language | English |
Type | info:eu-repo/semantics/masterThesis |
Rights | info:eu-repo/semantics/restrictedAccess |
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