Empirical Analysis of the CECE Index: Comparison with the EuroStoxx 50 and DAX 30

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Authors	SVOBODA Martin REUSE Svend
Year of publication	2015
Type	Article in Proceedings
Conference	1st edition. Ostrava, Proceedings of 10th International Scientific Conference Financial management of Firms and Financial Institutions
MU Faculty or unit	Faculty of Economics and Administration
Citation
Field	Economy
Keywords	Price Index; Performance Index Risk; Return Correlations; Autocorrelation; Asset Allocation
Description	The CECE is an index that represents the East European market, consisting of blue chips of Hungary, Poland and the Czech Republic. The index is calculated as a Total Return (TR) and Price Index since 2008. We focus on an analysis after the financial crisis and compare the CECE to the DAX 30 and EuroStoxx 50 in tis price- and performance/total return form.
Related projects:	Analýza, tvorba a testování modelů oceňování finančních, zajišťovacích a investičních aktiv a jejich využití k predikci vzniku finančních krizí