National Repository of Grey Literature 27 records found  previous11 - 20next  jump to record: Search took 0.01 seconds. 
Analysis of the impact of currency intervention on financial markets and analysis of speculative activity
Langr, Matěj ; Dvořák, Petr (advisor) ; Mazáček, David (referee)
Abstract Objective of this thesis is calculation of the speculative position that is held by the subjects of such speculation on appreciation of Czech currency. Thesis inspects the impacts of currency interventions on domestic financial spot and future markets. Thesis also describes development in the speculative capital inflow, which was conducted with support of quantitative and qualitative data extracted from ARAD database, which runs on Czech national bank domain. Calculation were also conducted by the author of this thesis using Bloomberg Terminal data. The results of this study shows that in total 68,2 billion EUR entered Czech financial market in the form of speculative capital, as well as detailed analysis of speculative capital inflow periods and speculative strategies through which the capital entered. It was also discovered that because of the speculative capital inflow, negative deposit interest rates occurred. Impacts on future/forward markets were discovered as well as impacts on spot markets. Thesis also describes the impact on hedging activity of domestic exporters in the period of exchange rate commitment. Also the impact on inter-bank markets were described with the impact on their balance sheet. Czech republic finds itself in the era of massive foreign exchange reserves, since Czech national bank was forced to buy out EUR liquidity, thus fulfilling exchange rate commitment
Determinants of Residential Development Prices in Prague
Mazáček, David ; Streblov, Pavel (advisor) ; Vacek, Pavel (referee)
III Title: Determinants of Residential Development Prices in Prague Author: David Mazáček Department: Institute of economic studies Diploma Theises Supervisor: PhDr. Pavel Streblov, MSc. Supervisor's e-mail address: streblov@pentainvestmens.cz Abstract: This thesis analyzes the progression and current situation on the Prague new residential development market. The beggining of the thesis is focused on performance of new residential development market in Prague and its comparison with other cities in European union including different housing standards and its economical severity. Performance analysis and current situation on the market indicate the presence of real estate bubble in past years on Prague market. This bubble has even deepened the problems on the market caused by the European economic crisis, however currently there is slow upsarge on the residential real estate market in Prague. Remaining two chapters are focused on relations between performance of residential development price per sqm in Prague and the performance of macroeconomic determinants in the range of income, financing or subsitutionary housing solution. This relation is explored through the econometric model, that explains the average aggregate price per sqm of new residential development in Prague through its macroeconomic...
Biopaliva v Ruské federaci, Ukrajině a Bělorusku: současný stav a výhled do budoucnosti
Stankus, Elena ; Janda, Karel (advisor) ; Mazáček, David (referee)
The purpose of diploma thesis is to provide an overview of biofuels market in Russian Federation, Belarus and Ukraine and estimate prospects of future development. First chapter characterizes biofuels in regard of the feedstock and further utilization. Next part of the thesis describes development of biofuel industry in the key selected countries and analyses current trends on the global market. Next three sections review Russian, Ukrainian and Belarusian sectors of biofuels including feedstock potential, supportive policies, strategies, international collaboration and issues in biofuel production, distribution and consumption in each country. Last section of the thesis investigates potential from exported raw materials and its contribution to achievement of established targets with the following outlook for the future development.
Investing in mutual funds in connection with business cycle
Syrovátko, Jáchym ; Mazáček, David (advisor) ; Veselá, Jitka (referee)
The bachelor thesis deals in its first part with history and development of collective investment. It describes the theoretical basis of this issue, especially basic model and typology of subjects on the collective investment market. In the next part the thesis also focuses on the development of collective investment and related regulation and legislation in the Czech Republic. Final part of the thesis analyses the hypothesis whether the investment strategy of a choice of a mutual fund may be related to stage of the business cycle, which is represented by performance of gross domestic product and inflation in the Czech Republic.
The impact of fundamental news on selected stock indexes
Polívka, Ondřej ; Fičura, Milan (advisor) ; Mazáček, David (referee)
This thesis investigates the impact of the fundamental news announcements on the movements of the stock indexes SAX, SaP500 and DJIA. The theoretical part of the thesis describe the basic structure and properties of these indexes. There are also presented theoretical and empirically validated relationships between different fundamental news and the indexes. These relationships are described based on the theory of efficient markets, technical, fundamental and psychological analysis. The practical part of the thesis analyze the impact of fundamental news (5 types - index SAX and 6 types- SaP500 and DJIA) 2005-2015. There is analyzed the impact of news announcements on the day of the notice and the day after the announcement. The result is there exist significant relationship between "surprise" value of inflation and interest rates news and indexes SaP500 and DJIA.
Real estate as investment
Damborská, Lucie ; Vacek, Vladislav (advisor) ; Mazáček, David (referee)
This bachelor thesis discusses real estates as investment assets. In the beginning, I define in which part of the market is investor, considering real estate purchase, situated. Present situation on real estate and mortgage markets is specified afterwards. In the next parts, I describe typical real estate investor and give an example on his investment instrument, apartment in Prague city center. I state, enumerate and when possible optimize all the expenses that should be considered by investor. Next chapter is concerned by revenues. In the rest of the thesis, I perform and comment profitability calculations of particular scenarios.
Models of time structures of interest rates and their use in valuation of liabilities of life insurance Company
Turussova, Valeriya ; Witzany, Jiří (advisor) ; Mazáček, David (referee)
This master thesis aims to describe problematics of the stochastic modeling of time structures of interest rates with Vasicek, CIR and Hull-White models and the use of these models in valuation of liabilities and time value of options and guaranties in life insurance. In the theoretical part of the thesis there are fundamentals of stochastic calculus, stochastic models of interest rates and introduction to problematics of life insurance defined. Furthermore, the last practical part of the thesis demonstrates impact of particular models on the value of liabilities in relation to clients and on the value of TVOG of real European life insurance Company.
Fundamental and technical analysis of a particular asset
Nepomnyashchiy, Ilya ; Fičura, Milan (advisor) ; Mazáček, David (referee)
The goal of the thesis is to evaluate the degree of efficiency of the particular markets and to apply the methods of fundamental and technical analysis on them in order to assess their efficiency in terms of profitablity. The thesis analyses the degree of long-term memory of the particular commodities and stock indices via Hurst coefficient. Afterwards fundamental and technical methods are applied to the market with the highest degree of long-term memory, which is the feeder cattle market. Indidivual methods from both disciplines are being applied at first, after wich a combnation of both is appleid as well. The result is the discovery, whether combining the two approaches leads to a higher profitability of the trading strategy. At the end the effect of transacton costs is also evalauted and a final conclusion is made regarding the profit potential of both methods for the case of individual Czech investor.
Analysis of factors influencing the mortgage market in the Czech Republic
Král, Šimon ; Vacek, Vladislav (advisor) ; Mazáček, David (referee)
The topic of this diploma thesis is the analysis of the factors influencing the mortgage market in the Czech Republic. The first part explains the basic terms related to the mortgage loan. Then follow characteristics of different mortgage loans which a client is able to get on the local market. Next there is a description of the history of mortgage lending in the Czech Republic and its development to the present day. The first chapter of the analytical part defines the factors which has influence on the development of the mortgage market. In the next chapter these macroeconomic factors are analyzed and evaluated. The objective of the work is to create a simplified model describing the interaction of macroeconomic variables and the mortgage market, used to estimate the future development and managing banking risk.
Fundamental and technical analysis of stock title Airbus Group
Kohoutová, Eva ; Veselá, Jitka (advisor) ; Mazáček, David (referee)
My bachelor thesis is focused on fundamental and technical analysis of stock title Airbus Group and depending on that fact is the aim of my work the formulation of investment recommendation. The thesis consists of four chapters. First of them is concerned with global analysis and its impact on the stock market. The second chapter deals with sector analysis, where my aim was to examine the branch od Aerospace and Defence in detail. In the last part I carried out corporate analysis and with individual models I tried to determine, what is the intrinsic value of the stock. Technical analysis and to that related ways of prediction of the next trend development are stated in the fourth and also last chapter of my thesis.

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