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Test vlastníckej úlohy investičných privatizačných fondov v Českej Republike

Marcinčin, Anton - In: Politická ekonomie : teorie, modelování, aplikace 44 (1996) 5, pp. 645-653

Persistent link: https://www.econbiz.de/10001209819

Determinants of Long-term Interest Rates in the Czech Republic

Holinka, Tomáš - In: Czech Journal of Economics and Finance (Finance a uver) 55 (2005) 7-8, pp. 363-379

factors is determined by the Fisher equation, UIP, PPP, expectation hypothesis and neoclassical growth theory. The paper …

Persistent link: https://www.econbiz.de/10005808632

The Czech Equity Market - Its Effectiveness and Macroeconomic Consequences

Horská, Helena - In: Czech Journal of Economics and Finance (Finance a uver) 55 (2005) 5-6, pp. 283-301

the hypothesis of the efficient-market theory, even in its weak form. Another finding, as regards the macroeconomic …

Persistent link: https://www.econbiz.de/10005808639

Defection of Traditional Standard Deviation Scaling of Capital Asset Returns

Gazda, Vladimír; Koøený, Karel; Výrost, Tomáš - In: Czech Journal of Economics and Finance (Finance a uver) 54 (2004) 7-8, pp. 325-334

In this paper, we investigate the adequacy of scaling, a method frequently used in estimation of standard deviation of stock returns. Scaling is based on the assumption that standard deviation is proportional to the square root of the length of the time interval of the sample (for example daily,...

Persistent link: https://www.econbiz.de/10008549843

Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange

Bowsher, Clive G. - Economics Group, Nuffield College, University of Oxford - 2004

Functional Signal plus Noise (FSN) time series models are introduced for the econometric analysis of the dynamics of a large cross-section of prices in which contemporaneous observations are functionally related. A semiparametric FSN model is developed in which a smooth, cubic spline signal...

Persistent link: https://www.econbiz.de/10005687558