National Repository of Grey Literature 1 records found  Search took 0.01 seconds. 
Fed Model Testing
Hříbalová, Pavlína ; Musílek, Petr (advisor) ; Havlíček, David (referee)
Diploma Thesis focuses on Fed Model testing and its credibility on market data. The research is based on Gordon Model and Capital Asset Pricing Model (CAPM), it explains, what the basic features of the Fed Model are and describes its derivation from Gordon Model. The Thesis shows possible Fed Model limitation. It uses the US market, Great Britain and Germany 1979 -- 2011 data to demonstrate validity of the model. Eventually possible reasons of Fed Model development in period 2002 -- 2011 are presented.

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