03334ntm a22005297i 4500 000167754 CZ-PrVSE 20210627105124.0 m d cr n|||||||||| 210627s2021 xr fsbm 000 0 eng d NEZPRACOVANÝ IMPORT ABA006 cze ABA006 ABA006 rda Dittrich, Adam ISIS:127832 dis Post-Keynesian Theory of International Finance eng Post-Keynesian Theory of International Finance / Adam Dittrich 2021 ?? stran : digital, PDF soubor Vedoucí práce: Samy Metrah Diplomová práce (Ing.)—Vysoká škola ekonomická v Praze. Fakulta financí a účetnictví, 2021 Obsahuje bibliografii Textový (vysokoškolská kvalifikační práce) Rok obhajoby 2021 The objective of this study is to conduct a methodological introduction to post-Keynesian economics and its comparison to orthodox economics. The main focus is then moved towards the international finance from both the perspective of orthodox and post-Keynesian economics. It includes concise introduction of both strands with more focus on post-Keynesians and the interest rate parity, then a comparison is provided. Afterwards an empirical analysis of post-Keynesians arguments is conducted in uncovered interest partiy, its factors causing deviations, covered interest parity, forward market unbiasedness hypothesis and forward rate prediction errors are analysed. All within the Czech Republic with the exchange rate commitment between 2013 to 2017 taken into account. Author in the first analysis has come to a conclusion that the uncovered interest parity does not hold and that the exchange rate commitment has changed the behaviour of the risk variables. In second analysis, the forward market unbiasedness hypothesis was not proved (forward error rates moved between 47,60 % to 91,88 %) and it has been found that the exchange rate commitment has indirectly influenced the currency pair of CZK/USD. Third analysis shows that the covered interest parity holds and that the forward market unbiasedness hypothesis does not. Způsob přístupu: Internet finance [obor dipl. práce] diplomové práce fd132022 czenas master's theses eczenas Purchasing Power Parity Interest Rate Parity Forward Market Unbiasedness Hypothesis Post-Keynesians Neoclassical Economics Real Exchange Rate Metrah, Samy ISIS:71598 ths Vejmělek, Jan mzk2016933203 opn Vysoká škola ekonomická v Praze. Fakulta financí a účetnictví kn20010709398 dgg https://insis.vse.cz/zp/76943/podrobnosti VŠKP v InSIS https://insis.vse.cz/zp/76943 Hlavní práce https://insis.vse.cz/zp/76943/posudek/vedouci Hodnocení vedoucího https://insis.vse.cz/zp/76943/posudek/oponent/71758 Oponentura https://insis.vse.cz/zp/76943/podrobnosti dc:identifier NEPOSILAT VSKP vse76943 210625 76943