Return to search

Analýza vztahu mezi změnou ratingu vládních dluhopisů a tržním chováním / Analysis of the relationship between the change of sovereign rating and market behavior

This master thesis analyzes the relationship between the change of sovereign rating and market behaviour. The first part is devoted to rating itself. I present the various types of the rating, development, structure and risks of the market for credit rating agencies. The second part focuses on the nature of government bonds and the methodology for determining credit rating. The third part contains an analysis of market indicators in selected countries, econometric analysis of the relationship between credit ratings and risk perception in the market and comparison with other indicators of potential default. I summarize all the knowledge in the conclusion and I am trying to predict future developments in the market for credit rating agencies.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:113549
Date January 2011
CreatorsCibulka, Jakub
ContributorsMusílek, Petr, Vorek, Marián
PublisherVysoká škola ekonomická v Praze
Source SetsCzech ETDs
LanguageCzech
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

Page generated in 0.0018 seconds