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Vliv vnitrodenních makroekonomických zpráv na akciové trhy nových státu° EU
Hanousek, Jan; Kočenda, Evžen - In: Politická ekonomie : teorie, modelování, aplikace 58 (2010) 4, pp. 435-457
Persistent link: https://www.econbiz.de/10008825670
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The Nobel Prize Laureates, 2003
Komárek, Luboš - In: Czech Journal of Economics and Finance (Finance a uver) 54 (2004) 7-8, pp. 355-356
The article summarizes the main points discussed at the seminar on The Nobel Prize Laureates, 2003, held by the Czech Economic Association in March 2004. The seminar featured two main speakers: Josef Arlt (University of Economics, Prague, and Charles University, Prague), who lectured on the work...
Persistent link: https://www.econbiz.de/10008495635
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On Estimation of Volatility of Financial Time Series for Pricing Derivatives
Černý, Michal - In: Acta Oeconomica Pragensia 2008 (2008) 4, pp. 12-21
Estimation of volatility of financial time series plays a crucial role in pricing derivatives. Volatility is often … estimated from historical data; however, it is well known that volatility varies in time. We propose a method to choose a … suitable length of historical data to estimate contemporary volatility. The method is based on adaptation of a procedure used …
Persistent link: https://www.econbiz.de/10005036300
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Význam modelování a předpovídání volatility časových řad pro tvorbu měnové politiky centrální banky
Arlt, Josef; Radkovský, Štěpán - 1999
Persistent link: https://www.econbiz.de/10001445241
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Srovnání volatility akciových indexu° PX a FTSE 100
Borovička, Adam - In: Acta oeconomica Pragensia : vědecký časopis Vysoke … 19 (2011) 2, pp. 66-88
Persistent link: https://www.econbiz.de/10009375532
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Comparison of Selected Simple Models of Inflation in the Czech Economy
Melecký, Martin - In: Czech Journal of Economics and Finance (Finance a uver) 51 (2001) 5, pp. 279-297
This paper begins with a description of simple select models of inflation and their ability to fit the data. The paper in turn measures the stability of particular parsimonious models. One-step forecast tests are applied, which establish the instability of the money demand model compared with...
Persistent link: https://www.econbiz.de/10008540713
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Credit and Household Consumption
Pašalièová, Renata; Stiller, Vladimír - In: Czech Journal of Economics and Finance (Finance a uver) 54 (2004) 11-12, pp. 520-540
The paper emphasizes how changes in credit conditions in the Czech Republic are likely to influence aggregate consumption. Aggregate consumption plays an important role in macroeconomic fluctuations and in the transmission mechanism. Czech household debt has increased in the past five years. The...
Persistent link: https://www.econbiz.de/10008549889
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Analýza diskrepancí v poptávce po penìzích domácností a firem v ÈR 1994?2000 ? èást II: firmy
Melecký, Martin - In: Czech Journal of Economics and Finance (Finance a uver) 52 (2002) 9, pp. 478-501
Práce se zabývá analýzou poptávky po penìzích firem v ÈR a její výsledky následnì srovnává s výsledky analogické analýzy v sektoru domácností. Zjištìné odlišnosti v obou sektorech jsou pak komentovány zejména ve smyslu potenciálních problémù, které tyto diskrepance...
Persistent link: https://www.econbiz.de/10008495772
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Analýza diskrepancí v poptávce po penìzích domácností a firem v ÈR 1994-2000 (èást I: domácnosti)
Melecký, Martin - In: Czech Journal of Economics and Finance (Finance a uver) 52 (2002) 7-8, pp. 428-449
Tato práce se zamìøuje na specifika poptávky po penìzích domácností a analyzuje souèasné charakteristiky této poptávkové funkce vèetnì trendù dalšího vývoje, pøedevším vzhledem k potenciálním problémùm pøi výzkumu poptávky po penìzích na agregátní úrovni....
Persistent link: https://www.econbiz.de/10008495824
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From PPP to Natrex - the Case of Czech Crown
Škop, Jiří; Vejmělek, Jan - In: Politická ekonomie 2009 (2009) 3, pp. 323-343
The exchange rate cannot significantly diverge from a (real) long-term equilibrium level consistent with the macroeconomic picture of an economy for a long period of time; otherwise, the economy suffers from macroeconomic imbalances such as below-potential growth and below natural employment, or...
Persistent link: https://www.econbiz.de/10005103172