Publication details
Empirical Analysis of the CECE Index: Comparison with the EuroStoxx 50 and DAX 30
| Authors | |
|---|---|
| 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 | |
| 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. |
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