Forecasting FTSE Index Using Global Stock Markets
نویسندگان
چکیده
منابع مشابه
Forecasting FTSE Index Using Global Stock Markets
Using data from July 1997 to July 2007, we examine if the FTSE index is affected by the past behavior of the DOW, DAX, NIKKEI, Hang Seng and Shanghai indices. We compare three different methods of estimating regression parameters. The results show that the FTSE lagged variable and the NIKKEI and DOW past performance are good indicators of the future performance of the FTSE. The models produce d...
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ژورنال
عنوان ژورنال: International Journal of Economics and Finance
سال: 2012
ISSN: 1916-9728,1916-971X
DOI: 10.5539/ijef.v4n4p3