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Šíření podmíněné volatility na kryptoměnových trzích
Hořava, Martin
Hořava, M. Conditional volatility spillovers in the cryptocurrency markets. Diploma thesis. Brno: Mendel University, 2022. The purpose of this thesis was to identify conditional volatility in cryptocurrency markets and the mutual dynamic volatility spillover between individual assests. The literature review describes conditional volatility and methods of its estimation. In the empirical part, the DCC-GARCH model was used and the portfolio was optimized. The results showed that cryptocurrencies are higly interconnected, but can still be diversified. At the end of the thesis, specific recommendations for the portfolio managers are provided.
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Nezávislost přijímání monetárních opatření ČNB na monetární politice ECB
Opletalová, Marcela
The diploma thesis deals with the independence of monetary policy of the Czech National Bank on the monetary policy of the European Central Bank. The content of thesis is to allocate and subsequently analyze zones in which foreign monetary policy can influence and restrict realization of monetary policy in small open economy. The aim of thesis is to assess extent of dependency of decision making process of monetary policy CNB on monetary policy ECB. Conclusion and recommendations are formulated based on the results obtained of qualitative and quantitative analysis and comparison of particular monetary indicators.
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Analysis of impact of foreign direct investments implemented in the Zlín region in the period 1999 - 2009
Mlčák, Ladislav ; Krejčová, Nikola (advisor) ; Vebrová, Ludmila (referee)
Foreign direct investment brings a wide range of possibly associated effects. This bachelor thesis presents these effects operating in a region, specifically in the Zlín region. The aim is, thus based on the results of an empirical research of foreign firms in the region, to find the impacts that these companies in the region have. Firstly is the FDI descriebed mainly from the theoretical point of view which presents the general background of dealing with FDI as it provides a broad perspective on this issue. The following section is devoted to the analysis of specific impacts of the surveyed companies from the region, which delivers findings of their impact on employment, wage increase, educational structure and resulting consequences such as: lack of skilled labor and subsequent employment of foreigners. It is also possible to observe cooperative ties between the FDI and firms in the region, high innovative potential of the observed firms which is however limited to the region, and certain "rooting" of companies manifesting in social ties with the region. Therefore both theoretical and practical perspective on the issue of FDI is presented in the thesis.
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