Bc. Daniel Hrenák

Master's thesis

Forwardový směnný kurz a jeho predikční schopnost pro očekávaný spotový kurz (empirická analýza)

Forward exchange rate and its prediction ability for expected future spot rate (empirical analysis)
Abstract:
The subject of the thesis "Forward exchange rate and its prediction capability for the expected spot rate" is to empirically test, how the forward exchange rate is applicable for the prediction of the expected spot rate. The analysis is performed for one-month and three-month change of rates.
Abstract:
Predmetom práce "Forwardový menový kurz a jeho predikčná schopnosť pre očakávaný spotový kurz" je empiricky otestovať, do akej miery je vhodný forwardový menový kurz pre predikciu očakávaného spotového kurzu. Analýza je prevedená pre jednomesačné a trojmesačné zmeny kurzu.
 
 
Language used: Slovak
Date on which the thesis was submitted / produced: 30. 4. 2010

Thesis defence

  • Date of defence: 1. 6. 2010
  • Supervisor: Ing. Miroslav Hloušek, Ph.D.
  • Reader: prof. Ing. Osvald Vašíček, CSc.

Citation record

Full text of thesis

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Institution archiving the thesis and making it accessible: Masarykova univerzita, Ekonomicko-správní fakulta

Masaryk University

Faculty of Economics and Administration

Master programme / field:
Quantitative Methods in Economy / Mathematical and Statistical Methods in Economics

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