Bc. Jakub Čery
Master's thesis
Výnosové křivky a makroekonomické indikátory
Yield curves and macroeconomic indicators
Abstract:
The aim of this master thesis is the research of the Czech government bond yield curve, followed by the investigation of its dynamics and connections to macroeconomic variables over time. Chapters one to three will introduce theoretical concepts and derive models used in the empirical estimation. The fourth chapter is focused on the data, their collection and simple analysis and visualization. The …moreAbstract:
Cieľom tejto diplomovej práce je výskum výnosovej krivky českých vládnych dlhopisov, jej dynamiky a prepojenia na makroekonomické premenné v čase. Kapitoly jedna až tri uvedú nutné teoretické koncepty a odvodia modely použité v empirickej štúdii. Štvrtá kapitola je zameraná na dáta, ich zber a jednoduchú sumarizáciu a vizualizáciu. Posledná, piata kapitola odprezentuje odhadnuté statické výnosové krivky …more
Language used: Slovak
Date on which the thesis was submitted / produced: 6. 5. 2019
Identifier:
https://is.muni.cz/th/lruhh/
Thesis defence
- Date of defence: 13. 6. 2019
- Supervisor: Ing. Daniel Němec, Ph.D.
- Reader: Ing. Miroslav Hloušek, Ph.D.
Citation record
Full text of thesis
Contents of on-line thesis archive
Published in Theses:- světu
Other ways of accessing the text
Institution archiving the thesis and making it accessible: Masarykova univerzita, Ekonomicko-správní fakultaMasaryk University
Faculty of Economics and AdministrationMaster programme / field:
Quantitative Methods in Economy / Mathematical and Statistical Methods in Economics
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