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National Repository of Grey Literature

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Testing for Granger causality between stock indices and GDP Nejman, Milan ; Hušek, Roman (advisor) ; Pelikán, Jan (referee) Cílem diplomové práce je pomocí nástrojů ekonometrické analýzy otestovat vztah Grangerovy kauzality mezi vývojem akciových indexů a HDP v České republice, Německu a Velké Británii. Neméně důležitou součástí je popsání jednotlivých teoretických východisek, zvážení různých argumentů pro a proti existenci tohoto vztahu. Detailed record

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