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dc.contributor.authorPtatscheková, Jitka
dc.contributor.authorDraessler, Jan
dc.date.accessioned2016-01-20T06:40:32Z
dc.date.available2016-01-20T06:40:32Z
dc.date.issued2013
dc.identifier.citationE+M. Ekonomie a Management = Economics and Management. 2013, č. 2, s. 129-137.cs
dc.identifier.issn1212-3609 (Print)
dc.identifier.issn2336-5604 (Online)
dc.identifier.urihttp://www.ekonomie-management.cz/download/1404723513_cc45/2013_2+Empiricke+overeni+teorie+forwardoveho+kurzu.pdf
dc.identifier.urihttp://hdl.handle.net/11025/17502
dc.format9 s.cs
dc.format.mimetypeapplication/pdf
dc.language.isocscs
dc.publisherTechnická univerzita v Libercics
dc.relation.ispartofseriesE+M. Ekonomie a Management = Economics and Managementcs
dc.rights© Technická univerzita v Libercics
dc.rightsCC BY-NC 4.0cs
dc.subjectforwardový směnný kurzcs
dc.subjectspotový směnný kurzcs
dc.subjectúčinnost na trhucs
dc.subjectfutures spotový kurzcs
dc.subjectprognóza budoucího spotového kurzucs
dc.titleEmpirické ověření prognózy prostřednictvím Forwardového kurzucs
dc.title.alternativeEmpirical verification of the theory of forward rateen
dc.typečlánekcs
dc.typearticleen
dc.type.versionpublishedVersionen
dc.description.abstract-translatedIn 2012, the Czech koruna celebrated twenty years since its inception. During this time it went through systems of various exchange rates. While fixed system was implemented at the beginning of its existence, since 1997 the Czech Koruna has moved to a system that allows greater exchange rate volatility. Businesses must cope with this volatility, and therefore seek appropriate methods of forecasting future exchange rate movements. One of the methods is forecast by forward rates. The indisputable advantage of this method is the low cost associated with the detection of forward exchange rate for the most traded currency pairs. The euro and dolar are the most important currencies in the Czech republic for foreign trade. Con-sequently it is necessary to forecast exchange rates for the Czech Koruna and USD and Euro. One of the tools for forecasting the future spot rate is the forward rate. In this paper, we verify the hypothesis the forward rate does not provide long-term profit. Our validation is based on the design of error correction model for exchange rates CZK/USD and CZK/EUR in 2001–2011.en
dc.subject.translatedforward exchange rateen
dc.subject.translatedspot exchange rateen
dc.subject.translatedmarkket efficiencyen
dc.subject.translatedfutures spot rateen
dc.subject.translatedrorecast of ruture spot rateen
dc.type.statusPeer-revieweden
Vyskytuje se v kolekcích:Číslo 2 (2013)
Číslo 2 (2013)

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