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Management of free capital on the financial market
Malo, Dominik ; Dostál, Petr (referee) ; Budík, Jan (advisor)
This diploma thesis deals with the management of free capital of a selected company on the financial market with a focus on mutual funds and ETFs. The result is the construction and analysis of the potential appreciation of the investment strategy interpreted through historical data and a comparison of the results with alternative options for the appreciation of financial capital, especially in the form of mutual funds.
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The financial market and its legal aspects
Kačiaková, Petra ; Kotáb, Petr (advisor) ; Kohajda, Michael (referee)
Diploma thesis Financial market and its legal aspects provides a general overview on financial market and in next chapters continues with collective investments via funds of collective investors as one of ways how a natural or legal person can participate in the financial market processes. In first two chapters the thesis provides a characteristics and more detailed description of the terms financial market and capital market. Second chapter then defines the division of capital market types of investment Instruments that are traded on the market and entities that are present in the financial market and are necessary for its functionality. The last sub-chapter of second chapter summarizes the general overview of the current situation and development of capital market in Czech Republic, together with providing Czech and European legislation that regulates the financial and capital market. Third chapter introduces the term collective investment together with investment companies and investment funds law, that serves as a main regulation for collective investments. In this chapter we can also find the advantages and disadvantages of investing via investment funds and main entities that operates in the financial market with connection to collective investments. Fourth chapter further defines investment...
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Management of free capital on the financial market
Malo, Dominik ; Dostál, Petr (referee) ; Budík, Jan (advisor)
This diploma thesis deals with the management of free capital of a selected company on the financial market with a focus on mutual funds and ETFs. The result is the construction and analysis of the potential appreciation of the investment strategy interpreted through historical data and a comparison of the results with alternative options for the appreciation of financial capital, especially in the form of mutual funds.
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The impact of macroeconomic news announcements on the value and volatility of selected foreign exchange rates in EU
Bubniak, Peter ; Fanta, Nicolas (advisor) ; Krištoufek, Ladislav (referee)
Bibliographic note BUBNIAK, Peter. The impact of macroeconomic news announcements on the value and volatility of selected foreign exchange rates in EU. Prague 2019. 47 pp. Bachelor thesis (Bc) Charles University, Faculty of Social Sciences, Institute of Economic Studies. Thesis supervisor: Mgr Nicolas Fanta. Abstract This work analyzes the influence of positive and negative macroeconomic news on the value of exchange rate and volatility. We have chosen EUR/USD, EUR/CZK and USD/CZK as our exchange rates. The influence of macroeconomic news published by Czech national bank and European central bank were analysed. For our purposes were used econometric models GARCH(1,1) and EGARCH(1,1) with both Normal and Student's distribution of error terms. One of the major outcomes were the importance of macroeconomic news on value and volatility on the exhcange rates. For each exchange rate has effect different macroeconomic index. The crucial are: Consumer price index and Harmonised Index of Consumer Pirces, unemplyoment rate and PRIBOR and EURIBOR. Another conclusion was that our financial dataset displays the main nature of volatility. JEL Classification C22, E00, E52, E58, F3, F4, F31, G1, G13, G14 Key words financial market, exchange rate, ARCH model, GARCH model, volatility Authors e-mail bubniak.peter@gmail.com...
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Tržné prepojenia: Čínsky vplyv na globálne finančné trhy
Horniaková, Veronika ; Stádník, Bohumil (advisor) ; Janda, Karel (referee)
Thesis is looking into the current issue of financial market integrations and linkages between them. In recent year, the topic of China has been emerging to the forefront of academic research, therefore the focus of this paper is dedicated to the integration of Chinese market. The goal is to establish whether there exists an interdependency between Chinese and world stock markets and evaluate and analyse potential influence of China on world indices. The theory standing behind financial integration suggests that individual markets are becoming mutually dependant. Chinese efforts to become a part of global economy gradually become successful which creates room for academic research. This paper focuses on stock indices of two Chinese stock markets in relation to American, English, Japanese, German, Dutch and French indices. Cross-correlation analysis, causal analysis and co-integration analysis are applied to individual indices in order to find the results.
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The financial market and its legal aspects
Kačiaková, Petra ; Kotáb, Petr (advisor) ; Kohajda, Michael (referee)
Diploma thesis Financial market and its legal aspects provides a general overview on financial market and in next chapters continues with collective investments via funds of collective investors as one of ways how a natural or legal person can participate in the financial market processes. In first two chapters the thesis provides a characteristics and more detailed description of the terms financial market and capital market. Second chapter then defines the division of capital market types of investment Instruments that are traded on the market and entities that are present in the financial market and are necessary for its functionality. The last sub-chapter of second chapter summarizes the general overview of the current situation and development of capital market in Czech Republic, together with providing Czech and European legislation that regulates the financial and capital market. Third chapter introduces the term collective investment together with investment companies and investment funds law, that serves as a main regulation for collective investments. In this chapter we can also find the advantages and disadvantages of investing via investment funds and main entities that operates in the financial market with connection to collective investments. Fourth chapter further defines investment...
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