Currency hedging with help of derivatives

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F11%3A00176193" target="_blank" >RIV/62156489:43110/11:00176193 - isvavai.cz</a>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Currency hedging with help of derivatives

Popis výsledku v původním jazyce

The high volatility combined with unpredictable fluctuations of CZK had shown one more time to the Czech exporting companies the necessity of currency hedging. This article is focused on finding of suitable currency hedging instrument for exporting company, working with the currency pair of CZK/EUR. In the first part, the time series analysis is made for volatility, interest rates and exchange rate. Based on the real market data -- gained from Thomson REUTERS and CNB for the time period starting in 2002-- the detailed analysis is made in graphical form. The main goal is to find out the future trends with help of liner regression analysis, based on the historical data. Several graphs are provided with the trend line end estimated interval (min and max)for the each variable. The calculated values are clearly marked, to be separated from the real market data. Exchange rate curve shows the market behaviour in the last years and is to be used as most important indicator for the future tre

Název v anglickém jazyce

Currency hedging with help of derivatives

Popis výsledku anglicky

The high volatility combined with unpredictable fluctuations of CZK had shown one more time to the Czech exporting companies the necessity of currency hedging. This article is focused on finding of suitable currency hedging instrument for exporting company, working with the currency pair of CZK/EUR. In the first part, the time series analysis is made for volatility, interest rates and exchange rate. Based on the real market data -- gained from Thomson REUTERS and CNB for the time period starting in 2002-- the detailed analysis is made in graphical form. The main goal is to find out the future trends with help of liner regression analysis, based on the historical data. Several graphs are provided with the trend line end estimated interval (min and max)for the each variable. The calculated values are clearly marked, to be separated from the real market data. Exchange rate curve shows the market behaviour in the last years and is to be used as most important indicator for the future tre

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

AE - Řízení, správa a administrativa

OECD FORD obor

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Projekt

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Návaznosti

Z - Vyzkumny zamer (s odkazem do CEZ)

Rok uplatnění

2011

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis

ISSN

1211-8516

e-ISSN

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Svazek periodika

LIX

Číslo periodika v rámci svazku

4

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

7

Strana od-do

273-279

Kód UT WoS článku

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EID výsledku v databázi Scopus

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