Original title: Makroekonomické zprávy a jejich vliv na kreditní prémii svrchovaného rizika
Translated title: Macroeconomic News and Their Impact on Sovereign Credit Risk Premia
Authors: Pištora, Vojtěch ; Hausenblas, Václav (advisor) ; Bobková, Božena (referee)
Document type: Master’s theses
Year: 2014
Language: eng
Abstract: [eng] [cze]

Keywords: CEE; GARCH; general-to-specific modeling; investor expectations; macroeconomic news; sovereign risk; GARCH; general-to-specific modelování; makroekonomické zprávy; očekávání investorů; suverénní riziko; SVE

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/64132

Permalink: http://www.nusl.cz/ntk/nusl-333275


The record appears in these collections:
Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Master’s theses
 Record created 2017-06-19, last modified 2017-06-27


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