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Bond yield curves construction and their use
 HODINOVÁ, Anna
This bachelor thesis deals with the construction of bond yield curves and their use. It characterizes the different types of bonds, their pricing methods and yields. The crucial part of the bachelor thesis deals with the problems of yield curves, defining the types and shapes of yield curves and the theories explaining their shape. This knowledge is further applied to the construction of bond curves of the Czech Republic. Yield curves are constructed from yields to maturity interpolated with the Svensson function, from 2015 to 2022. Their shape is compared with the forecasts of the Czech National Bank and subsequently with macroeconomic indicators for the respective year. The compared results show that the shape and the difference in yields of short-term and long-term bonds can determine the direction of economic activity, but the amount of economic activity cannot be determined based on these values.
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