Thesis deal with recognition rationality behavior participant's money - market in anomalous situations, then in situations at rise capital bubbles in the marketplace plus their disruption. For needs of this work is bubble identified like situation, in which price is deflected by expressive way from its fundamentalism. With the help of analysises buy/sell direction - order on choice markets is surveyed, whether submitters hints act conformable with capital theory (which claims, that the inves-tors cheaply buy and dearly sell), or in their decision making dominate emotive factors. Part of work is also delimitation pertinent negative influences, leading to the surd decision making. Experimental volume of work is built on answered three experimental questions, solving rationality behaviour investors plus inquest, whether ourselves investors administer to rise bubbles. Purpose those work is inquire into region behavioral revenue office that were to be till now surveyed above all by the help of qualitative research, about numericaly scriptural quantitative research.

This diploma thesis is focused on speculative bubbles and their detection in the stock market. Bubbles are examined from the perspective of efficient markets theory and behavioral finance. Main part of the theory of valuing stock market is dedicated to a psychological analysis. The final chapter of the theoretical part deals with speculative bubbles, their definitions, types, causes, process and consequences of the burst of speculative bubbles. Main contribution of thesis is performance of indicators identifying speculative bubbles and their application in empirical part of the thesis. Reliability of indicators is verified on historical bubbles data from 1980 to 2014. The conclusion apply to fulfilling the objectives of the work and evaluation of individual indicators.

Ceny dlouhodobých, úrokově citlivých aktiv se vyvíjejí jinak než ostatní ceny v ekonomice. Aktiva, jako jsou například nemovitosti, jsou důležitým faktorem hospodářského cyklu. Vznik cenových bublin a jejich následné splasknutí vede ke ztrátě prosperity, ale ohrožuje i samotnou stabilitu společenského systému založeného na dělbě práce a obchodu. V této práci se proto zabýváme možnými příčinami vzniku cenových bublin. Bližšímu zkoumání podrobíme reálné faktory, umělou úvěrovou expanzi i psychologické příčiny. Získané poznatky následně využijeme k rozboru některých vývojových tendencí v americké ekonomice a jejich dopadů na trh nemovitostí. V poslední kapitole zvážíme důsledky existence cenových bublin pro politiku centrálních bank.

The way of the Jedovnice creek: connection with the spring Falling into the underground halls and back to the light. The Water Way is an intermedial poem that is concerned to the element of water, character of its way through the landscape and its presence in the landscape. Since the type of work I most prefer is the work in the landscape, I am returning back to the natural landscape, strong places in Moravian karst near Brno. The audiovisual poem is primarily focused on the moment of melting. Sublimation of ice from the ice shelter, ephemeral phenomena on the surface, such as miniature whirls, waves, rays of sunlight and especially moonlight. The poem focuses on the possibilities of transferring the experience with a specific place, and the events in a unique, unrepeatable time and space into the theatrical scene and possibilities of the musical and audiovisual interpretation of such experience. I work with digital media (video mix and audiostop) to transfer the artist's physical experience in a unique time and unique natural setting into the scenic form of the work. Considering the physical and symbolic qualities of the water element, I have abandoned the composition of the event in the classical sense.

Title: Filtre bubbles and facebook pages about climate crisis Author: Mgr. Kateřina Janovská Institute: Institute of Information Studies and Librarianship Supervisor: Mgr. Josef Šlerka, Ph.D. Abstract: The climate crisis is one of the biggest challenges society is facing today. And while its existence is subject to scientific consensus, it is a highly polarising issue among the public. The social network Facebook, which has become a platform for spreading misinformation and filter bubbles, has also played its part. This thesis analyses the potential risk of filter bubbles being created on Facebook pages that address the topic of climate change - with a focus on similar pages suggestions. It categorizes these pages according to their stance on the existence of anthropocentric climate change.

The objective of the thesis is to find out whether expansionary monetary policy creates an upward pressure on asset prices and can thus create asset price bubbles, or more precisely significantly contribute to their creation. In doing so, we test the significance and the sign of coefficient on monetary policy stance indicator as a determinant of real estate and stock prices on 19 OECD countries quarterly panel data since 1980. Further we assess periods of real estate and stock price bubbles and periods of expansionary monetary policy and examine their relationship. The asset price bubbles are assessed on the basis of relevant price indices developments without examining the underlying fundamentals. Based on our results it appears that expansionary monetary policy has a positive effect on real estate prices and can thus contribute to formation of real estate bubbles. The effect on stock prices is ambiguous and mostly statistically insignificant. By examining the relationship between assessed asset price bubbles and periods of expansionary monetary policy we found out that monetary expansion is neither sufficient nor necessary condition for formation of asset price bubbles but also that there is a relatively strong relationship between these events. JEL Classification C23, E43, E52, E58, G12, N10, N20...

The media play an indisputable role in human life. Thus, we come across media communication daily in today's world. Online social networks have had a significant role in such communication over the past decade. The Facebook social network presents an example of such a phenomenon, which does not have a rival in terms of its size in the Czech Republic. It has rapidly become a communication media through which millions of people around the world consume various content. In recent years, this platform has been applying and continually adjusting its algorithm to provide users with personalized content. The personalized content is provided on the basis of the algorithm which evaluates what might be appropriate or interesting for people. From this point of view, this thesis called Filter bubbles on Facebook social network is examining the existence of a so-called filter bubble phenomenon. The information bubbles present information isolation in which people lack a diversity of information which would help people to get into an opinion diversification, and therefore to have an opportunity to have a new point of view about a certain phenomenon. Through the combined qualitative method of diaries and subsequent interviews, it explores how young people consume news content on this social network and, above...

The goal of this thesis is to demonstrate why it is so difficult to find answer whether monetary policy should include asset prices into monetary rule and therefore increase financial stability. This is because monetary policy is potentially able to prevent the emergence of price bubbles. However, definition of bubbles is problematic itself, as well as identification, even ex-post. It appears that the inclusion of asset prices in monetary policy can reduce the variability of output, at the cost of increasing variability of inflation. The necessary condition is the ability to influence asset prices through monetary policy and early identification of imbalances. Furthermore, on empirical data from the Czech Republic and the USA is shown in the example of the 2008 crisis, that the central banks can use the warning signals from the market assets (eg. real estate market). But current monetary policy is not focused on financial stability. Macroprudential policy, combined with to some extent discretionary monetary policy represent a real and likely trajectory of future economic policy in the form of a new framework of care for financial stability.

Název práce: Stochastická dynamika bublin v DNA Autor: Bc. Vojtěch Kaiser Katedra: Katedra fyziky kondenzovaných látek Vedoucí diplomové práce: RNDr. Tomáš Novotný, Ph.D., Katedra fyziky kondenzovaných látek Abstrakt: Bubliny v DNA jsou místa, kde se vlivem tepelných či torsních vlivů otevírá dvojšroubovice DNA. Tyto bubliny jsou považovány za důležité pro termodynamiku DNA [56] a biologické procesy s DNA spojené [23,40,43,49]. V článcích [38, 39] byla řešena stochastická dynamika bublin v DNA na zá- kladě Polandova-Scheragova modelu a získány analytické výsledky při tep- lotě denaturace DNA a pro asymptotiku dlouhých časů, zvláště pro hustotu pravděpodobnosti času setkání konců bubliny. V této práci navazujeme na tyto výsledky a počítáme celkový tvar této hustoty pravděpodobností s vy- užitím numerické inverse analytických vztahů v Laplacově obraze. Dále po- čítáme hustotu pravděpodobnosti místa setkání konců bubliny. Odpovídající výsledky jsou numericky spočteny v případě molekul DNA konečné délky. Zachycování bubliny v oblastech bohatých na AT páry je modelováno jako subdifusivní systém dle článku [42] a jsou počítány stejné veličiny jako pro difusivní model. V závěru diskutujeme tyto výsledky a možnost jejich experi- mentálního ověření. Klíčová slova: bubliny v DNA,...

The diploma thesis deals with financial stability and its indications. In the theoretical part is firstly described the evolution of theory of money in order to clarify the role of money in financial stability. After that the financial instability is defined according to the authors Borio and Lowe (2002) as a rapid credit expansion combined with strong growth in asset prices. The mutual relationship of credit and asset prices is examined, especially how the credit creation of money can contribute to the creation of asset price bubbles. Empirical part analyses the possibility to use volumes of credit and asset prices to indicate financial instability. The empirical analysis is performed on the time series of the volume of credit, residential property prices and stock indices for the USA and the Eurozone. At first the tightness of relationship of credit and asset prices is examined by the rolling correlations and it is followed by testing Granger exogeneity to reveal causal links. Based on the results of the empirical analysis the recommendation for monetary authorities is made regarding the indication of financial instability.