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Analýza korelácií kurzov národných mien: Sú korelácie v čase stabilné?
Šimonová, Silvia ; Mandel, Martin (advisor) ; Šíma, Ondřej (referee)
This bachelor thesis analyzes correlations of exchange-rates. Its aim of this thesis is to establish and verify the causes of exchange-rate correlations using correlation analysis. The first chapter examines the impact of funadamentals on currency correlation. The second chapter is devoted to the theory of correlation analysis as a statistical method, which detects linear dependencies. The third chapter is devoted to empirical verification of the currency correlations of EUR/CHF, AUD/CAD, NOK/ SEK and BRL/CLP and certain fundamentals. The key finding of this work is that correlation of the exchange rates may reflect the convergence of fundamental values, if taking into account the economic characteristics of the countries and the characteristics of used statistical files.

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2 Simonová, Štefánia
1 ŠIMONOVÁ, Sára Anne
1 Šimonová, Simona
2 Šimonová, Soňa
1 Šimonová, Stela
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