03167ntm a22005057i 4500 000722965 CZ-PrVSE 20250801173350.0 m d cr n|||||||||| 250801s2025 xr fsbm 000 0 eng d NEZPRACOVANÝ IMPORT ABA006 cze ABA006 ABA006 rda Časta, Martin ISIS:119853 dis Pět esejí na oceňování aktiv eng Five Essays on Asset Pricing / Martin Časta 2025 ?? stran : digital, PDF soubor Vedoucí práce: Lukáš Pfeifer Disertační práce (Ph.D.)—Vysoká škola ekonomická v Praze. Fakulta financí a účetnictví, 2025 Obsahuje bibliografii Textový (vysokoškolská kvalifikační práce) Rok obhajoby 2025 This dissertation explores the relationship between macroeconomic and financial variables and their influence on asset pricing and financial market dynamics. The dissertation comprises five self-contained articles, each employing advanced econometric techniques to analyze how macro-financial variables affect asset pricing and market predictability. These articles are: (1) Recovery Theorem and Risk Aversion: Evidence from the Czech Republic; (2) Deriving the Equity Risk Premium Using Dividend Futures; (3) Inflation, Interest Rates, and the Predictability of Stock Returns; (4) Supply Shocks, Demand Shocks, and Yield Curve Dynamics; and (5) Forecasting Nominal Exchange Rates Using a Dynamic Model Averaging Framework. Collectively, these studies shed light on the roles of risk aversion, macroeconomic shocks, and expectation formation in the pricing of financial assets. All five articles have been published in peer-reviewed academic journals, including Finance Research Letters, The North American Journal of Economics and Finance, International Journal of Monetary Economics and Finance, and Heliyon. The overarching findings underscore the significance of intertemporal preferences and macroeconomic uncertainty in understanding the behavior of financial markets and improving predictive accuracy. Způsob přístupu: Internet finance [obor disert. práce] disertace fd132024 czenas dissertations eczenas Asset Pricing Forecasting Pricing Kernel Risk Aversion Pfeifer, Lukáš ISIS:80260 ths Kočenda, Evžen, 1963- xx0003191 opn Vysoká škola ekonomická v Praze. Fakulta financí a účetnictví kn20010709398 dgg https://insis.vse.cz/zp/88587/podrobnosti VŠKP v InSIS https://insis.vse.cz/zp/88587 Hlavní práce https://insis.vse.cz/zp/88587/posudek/oponent/87902 Oponentura https://insis.vse.cz/zp/88587/posudek/oponent/87903 Oponentura https://insis.vse.cz/zp/88587/podrobnosti dc:identifier NEPOSILAT VSKP vse88587 250722 88587