Počet záznamů: 1  

Market efficiency hypothesis in the time series of CZK/EUR

  1. SYS0043659
    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