Národní úložiště šedé literatury Nalezeno 1 záznamů.  Hledání trvalo 0.01 vteřin. 
Dynamika zmien devízového kurzu v čase
Glaichová, Klaudia
This bachelor thesis focuses on the dynamics of changes in the foreign exchange rate de-terminants at the time of selected currency pairs - EUR/USD, GBP/USD, JPY/USD. The thesis aims to identify the macroeconomic indicators that affect the exchange rate and to identify and describe the changes of selected macroeconomic determinants of exchange rate over time. Changes in determinants over time may be closely related to the behavior and strategy of central banks of domestic countries. Changes in determinants over time are identified by a QLR test for a structural break at an unknown point in time, and the statis-tical significance of these break-points is then verified by the Chow test. The correlation between currency pairs and macroeconomic determinants is investigated by using the glide correlation analysis on windows of different lengths.

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