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Jágriková, V. Determinants of German bond yields. Diploma thesis, Brno: Mendel University, 2017. The master's thesis identifies the determinants of German bond yields during the financial and debt crisis. First part of the thesis focuses primarily on the financial and debt crisis and the resulting changes on the bond markets. The determinants influencing the bonds yields are examined subsequently. Second part of the thesis addresses testing of significance and influence of the determinants on German government bond yields. Empirical analysis has been conducted for bonds with different maturities in order to determine whether the impact intensity of individual determinants will change. Results of the conducted analysis are interpreted. |
