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Fundamentální analýza měnového kurzu EUR/USD / Fundamental analysis of the exchange rate of EUR/USD

The aim of this thesis is empirical verification of the fundamental theory of exchange rate determination in the case of the currency pair EUR/USD. The theoretical part is devoted to the issue of exchange rate theory, with emphasis on the importance of the currency pair EUR/USD, and major characteristics of the fundamental theory of exchange rate determination. Attention is also paid to methods of analysis of time series, which will be used in the analytical part. The analytical part is devoted to an empirical verification of the underlying theories. On the basis of these theories are developed econometric models, which are then tested using the methods of linear regression and cointegration. The results of the models and their relevance are discussed in conclusion.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:76583
Date January 2009
CreatorsŠevčík, Václav
ContributorsBrůna, Karel, Langer, Miroslav
PublisherVysoká škola ekonomická v Praze
Source SetsCzech ETDs
LanguageCzech
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

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