Impact of money supply on stock bubbles
This article focuses on the effect and implications of changes in money supply in the US on stock bubble rise on the US capital market, which is represented by the Dow Jones Industrial Average index. This market was chosen according to the market capitalization. The attention of the paper is drawn t...
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Mendel University Press
2013-01-01
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| Series: | Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis |
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| Online Access: | https://acta.mendelu.cz/61/7/2835/ |
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doaj-8a12ea44754b43b49959ddbdd20a0aee2020-11-24T23:22:20ZengMendel University PressActa Universitatis Agriculturae et Silviculturae Mendelianae Brunensis1211-85162464-83102013-01-016172835284210.11118/actaun201361072835Impact of money supply on stock bubblesMartin Širůček0Department of Finance, Mendel University in Brno, Zemědělská 1, 613 00 Brno, Czech RepublicThis article focuses on the effect and implications of changes in money supply in the US on stock bubble rise on the US capital market, which is represented by the Dow Jones Industrial Average index. This market was chosen according to the market capitalization. The attention of the paper is drawn to issues – if according to the results of empirical analysis, the money supply is a significant factor which causes the bubbles and if during the time the significance and impact of this macroeconomic factor on stock index increase.https://acta.mendelu.cz/61/7/2835/money supplystock marketstock bubblesGranger causalityDickey-Fuller test |
| collection |
DOAJ |
| language |
English |
| format |
Article |
| sources |
DOAJ |
| author |
Martin Širůček |
| spellingShingle |
Martin Širůček Impact of money supply on stock bubbles Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis money supply stock market stock bubbles Granger causality Dickey-Fuller test |
| author_facet |
Martin Širůček |
| author_sort |
Martin Širůček |
| title |
Impact of money supply on stock bubbles |
| title_short |
Impact of money supply on stock bubbles |
| title_full |
Impact of money supply on stock bubbles |
| title_fullStr |
Impact of money supply on stock bubbles |
| title_full_unstemmed |
Impact of money supply on stock bubbles |
| title_sort |
impact of money supply on stock bubbles |
| publisher |
Mendel University Press |
| series |
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis |
| issn |
1211-8516 2464-8310 |
| publishDate |
2013-01-01 |
| description |
This article focuses on the effect and implications of changes in money supply in the US on stock bubble rise on the US capital market, which is represented by the Dow Jones Industrial Average index. This market was chosen according to the market capitalization. The attention of the paper is drawn to issues – if according to the results of empirical analysis, the money supply is a significant factor which causes the bubbles and if during the time the significance and impact of this macroeconomic factor on stock index increase. |
| topic |
money supply stock market stock bubbles Granger causality Dickey-Fuller test |
| url |
https://acta.mendelu.cz/61/7/2835/ |
| work_keys_str_mv |
AT martinsirucek impactofmoneysupplyonstockbubbles |
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1725568445976674304 |