This thesis deals with the relation between interest differential and exchange rate. First part is about the exchange rate system explanation and about explanation of theoretical background of relation between interest rate and exchange rate (i. e. Asset Market Model, Interest Rate Parity, etc.). The goal of second part is to verify theoretical assumptions on empirical data. There is a sample of ten European countries which is used for applying of graphical analysis, regression analysis and VAR model analysis.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:17016 |
| Date | January 2009 |
| Creators | Kočí, Tomáš |
| Contributors | Durčáková, Jaroslava, Kunz, Tomáš |
| Publisher | Vysoká škola ekonomická v Praze |
| Source Sets | Czech ETDs |
| Language | Czech |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
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