Počet záznamů: 1
Market efficiency hypothesis in the time series of CZK/EUR
SYS 0043659 LBL 00000naa-a22^^^^^7i-4500 003 CZ-HkUHK 005 20170914150702.3 008 170501s2016----xr-||||||||||-10|-0-eng-d 040 $a HKD002 $b cze $e rda 072 $2 Konspekt $a 339.7/.9 $x Světová ekonomika a mezinárodní finance $9 4 $T . $7 hk_us_auth*m0351102 100 1-
$7 hk_us_auth*0092694 $a Makovský, Petr, $d 1985- $4 aut 245 10
$a Market efficiency hypothesis in the time series of CZK/EUR / $c Petr Makovský 336 $a text $b txt $2 rdacontent 337 $a bez média $b n $2 rdamedia 337 $a počítač $b c $2 rdamedia 338 $a svazek $b nc $2 rdacarrier 338 $a online zdroj $b cr $2 rdacarrier 520 3-
$a We are interested in the spot exchange rate movement factors. In this article we introduce standard development in the economics of exchange rates. It starts in the law of one price and in the interest rates parity, then we deduce the Fama´s regression. From this point of knowledge we utilize the C-CAPM solution to find all the factors influencing the relative change in the spot exchange rate. In the practical part we have tested involvement of the presented factors on the empirical time series sample of the Czech economy. The statistical significant feature is achieved just for one factor known from the Fama´s regression. The other newly found seems statistical insignificant. More we discuss the solution in context of the Czech economy and in the context of the economic crisis in the centre of our time horizon. 530 $a Dostupné též v elektronické podobě 650 07
$7 hk_us_auth*0034493 $a devizové kurzy $2 czenas 650 07
$7 hk_us_auth*0091138 $a devizové trhy $2 czenas 650 07
$7 hk_us_auth*0092695 $a devizové obchody $2 czenas 650 07
$7 hk_us_auth*0032006 $a forex $2 czenas 650 07
$7 hk_us_auth*0077452 $a česká koruna $2 czenas 650 07
$7 hk_us_auth*0010368 $a euro $2 czenas 650 07
$7 hk_us_auth*0020721 $a ekonomický výzkum $2 czenas 655 -4
$7 hk_us_auth*0008276 $a články ze sborníku 773 0-
$w hk_us_cat*0041547 $a Hradecké ekonomické dny $t Hradec Economic Days $h 411 s. $d Hradec Králové: University of Hradec Králové, 2016 $x 2464-6059 $z 978-80-7435-634-6 $7 m2am $g S. 122-127 (tištěný sborník), s. 577-582 (online zdroj) 856 41
$u http://fim2.uhk.cz/hed/data/proceedings_2016_1.pdf $y Elektronická verze 910 $a HKD002 $t rm
Počet záznamů: 1