Nekrytá úroková parita jako determinanta měnového kurzu vybraných zemí EU

Abstract

The thesis deals with the relationship between the change in the exchange rates, depending on interest rates differentials according to theory of uncovered interest parity. This is examined on sample of the selected transition economies in the period 2000 to 2015. Thesis defines the theoretical bases of determination of exchange rates, in the context it is also made a descriptive analysis of the development of selected exchange rates and interest rates in appropriate period. Lastly, the practical part of the work examines the relationship, which is empirically demonstrated. In empirical part was used graphics, exploratory and regression analysis.

Description

Import 02/11/2016

Subject(s)

Exchange rate, hungarian forint, theory of uncovered interest parity, interest rate, czech koruna, polish zloty, interest differential, euro, exchange rate determination

Citation