Similar Search Results

Zmeškal, Zdenìk - In: Czech Journal of Economics and Finance (Finance a uver) 54 (2004) 1-2, pp. 50-63

Hedging strategies represent basic instrument used toward eliminating financial risk. Increasing volatility of … select hedging strategies. Five basic hedging strategies ? delta hedging, minimum variance, minimum value at risk, maximum … portfolios consisting of risk assets (share, bond, commodity price, and exchange rate) and hedged assets (financial derivative …

Persistent link: https://www.econbiz.de/10008495620

Obchodování s deriváty a pokoutní bankéři: ohlédnutí za finančním trhem v meziválečném Československu

Vlachý, Jan - In: Politická ekonomie : teorie, modelování, aplikace 59 (2011) 2, pp. 205-223

Persistent link: https://www.econbiz.de/10009231072

Srovnání volatility akciových indexu° PX a FTSE 100

Borovička, Adam - In: Acta oeconomica Pragensia : vědecký časopis Vysoke … 19 (2011) 2, pp. 66-88

Persistent link: https://www.econbiz.de/10009375532

Cenové bubliny na dluhopisových trzích USA a Japonska

Sirucek, Martin - 2013

The present article is focused on analysis of US and Japan government bonds´ market and revealing possible price bubbles while considering the effect of Quantitative Easing and other chosen macroeconomic factors. The aim is set if on these selected market exists price bubble or we can speak...

Persistent link: https://www.econbiz.de/10015240706

Závislost cen akcií ropných společností na ceně ropy

Šoba, Oldřich; Širůček, Martin; Havíř, Tomáš - 2013

The focus of this article is the relationship between selected oil company's stock price and oil price and the dependence of these companies stock price on oil price in the period from year 2000 to 2010. The aim of this paper is pursuant to partial empirical analysis evaluate the dependence of...

Persistent link: https://www.econbiz.de/10015246734

Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009

Kristoufek, Ladislav - 2009

Long-term memory processes have been extensively examined in recent literature as they provide simple way to test for predictability in the underlying process. However, most of the literature interprets the results of estimated Hurst exponent simply by its comparison to its asymptotic limit of...

Persistent link: https://www.econbiz.de/10015217686

How Widespread Is Informed Trading on the Czech Financial Market?

Hanousek, Jan; Podpiera, Richard - In: Czech Journal of Economics and Finance (Finance a uver) 51 (2001) 7, pp. 405-416

. Moreover, order-flow volatility is also higher, which increases the risk market makers face in the Czech Republic. The results …

Persistent link: https://www.econbiz.de/10008549748

Interactions between Markets and Dually Listed Stocks: The Case of the Czech Republic

Podpiera, Richard - In: Czech Journal of Economics and Finance (Finance a uver) 51 (2001) 3, pp. 166-181

This paper considers the interaction among equity markets in the Czech Republic and those in developed countries. Also considered are cross-listed securities traded in the Czech Republic whose global depository receipts (GDRs) are listed in London. The models used include Granger causality,...

Persistent link: https://www.econbiz.de/10008495740

Long-Term Memory and Its Evolution in Returns of Stock Index PX Between 1997 and 2009

Krištoufek, Ladislav - In: Politická ekonomie 2010 (2010) 4, pp. 471-487

Long-term memory processes have been extensively examined in recent literature as they provide simple way to test for predictabilty in the underlying process. However, most of the literature interprets the results of estimated Hurst exponent simply by its comparison to its asymptotic limit of...

Persistent link: https://www.econbiz.de/10008564633

Effect of Intraday Information Flow on the Emerging European Stock Markets

Hanousek, Jan; Kočenda, Evžen - In: Politická ekonomie 2010 (2010) 4, pp. 435-457

monetary announcements. Volatility of the returns is accounted for at the beginning and end of the trading session and it …

Persistent link: https://www.econbiz.de/10008564638

1
2
3
4
5
6
7
8
Next
Last