02808ntm a22004937a 4500 000266150 CZ-PrVSE 20150215225825.0 m d cr n|||||||||| 150215s2014 xr fsbm 000 0 eng d NEZPRACOVANÝ IMPORT ABA006 cze ABA006 ABA006 Tročil, Jan ISIS:83027 dis Investigating Risk-On, Risk-Off patterns in global financial markets eng Investigating Risk-On Risk-Off Patterns in Global Financial Markets [elektronický zdroj] / Jan Tročil 2014 ?? s. : digital, PDF soubor Vedoucí práce: Anna Klosová Diplomová práce (Ing.)—Vysoká škola ekonomická v Praze. Fakulta mezinárodních vztahů, 2015 Obsahuje bibliografii Textový (vysokoškolská kvalifikační práce) Rok obhajoby 2015 The aim of this thesis is to analyse the increased correlation within four major asset groups (Government Bonds, Equity Indices, Commodities and Currencies) from the beginning of Great Recession till July 2014. The effect of increased correlation is called Risk-On Risk-Off and is connected to problems, where investors struggle to create risk-oriented portfolios and instead minimalize loss. The methods analysing the correlations are Absolute Average Value Index (AAVI) and Heat-map analysis. The AAVI is transforming correlation matrix into a single number and investigating the intensity of correlations. The Heat-map is studying the relationship between any two assets. The results from this study were that the RORO effect was present during Great Recession with intensity never seen before and that in June 2014 the values are close to pre-recession levels. Způsob přístupu: Internet diplomové práce fd132022 czenas master's theses eczenas RORO Financial Markets Risk-On Risk-Off economics of globalisation and european integration [obor dipl. práce] Klosová, Anna, 1942- mzk2007423930 ths Vanduffel, Steven opn Vysoká škola ekonomická v Praze. Fakulta mezinárodních vztahů kn20010709400 https://isis.vse.cz/zp/45645/podrobnosti VŠKP v InSIS https://isis.vse.cz/zp/45645 Hlavní práce https://isis.vse.cz/zp/45645/posudek/vedouci Hodnocení vedoucího https://isis.vse.cz/zp/45645/posudek/oponent/40143 Oponentura https://isis.vse.cz/zp/45645/podrobnosti dc:identifier NEPOSILAT VSKP s45645 vse45645 150120