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@inproceedings{1205031,
author = {Kalouda, František},
address = {Ostrava, ČR},
booktitle = {Managing and Modelling of Financial Risks (Řízení a modelování finančních rizik)},
editor = {Ing. Miroslav Čulík, Ph.D.},
keywords = {Modeling-discount rate-hysteresis erosion-regulating potential-behavioral finance.},
howpublished = {tištěná verze "print"},
language = {cze},
location = {Ostrava, ČR},
isbn = {978-80-248-3631-7},
note = {Chybějící údaje pro RIV budou doplněny ihned poté, co budou dostupné.},
pages = {329-335},
publisher = {VŠB - Technická universita Ostrava},
title = {The hysteresis erosion of the discount rate control potential in CR conditions – behavioral solution},
year = {2014}
}
TY - JOUR
ID - 1205031
AU - Kalouda, František
PY - 2014
TI - The hysteresis erosion of the discount rate control potential in CR conditions – behavioral solution
PB - VŠB - Technická universita Ostrava
CY - Ostrava, ČR
SN - 9788024836317
N1 - Chybějící údaje pro RIV budou doplněny ihned poté, co budou dostupné.
KW - Modeling-discount rate-hysteresis erosion-regulating potential-behavioral finance.
N2 - The paper of interdisciplinary nature is focused to the modeling of interest rate risk at the strategic level of the banking system of the Czech Republic, taking into account the relations between the central bank (discount rate) and commercial banks (market interest rates). The aim of this paper is to present and explain the loss mechanism of control potential of the discount rate as the manipulated variable (u(t)) in process of the market interest rate regulation. The cause of the discussed loss is hysteresis-type nonlinearity, which the Czech banking system has exhibited, while the commercial banks themselves act as linear subsystem (static characteristics). The novelty of the paper consist mainly in the fact, that primarily cybernetic problem (failure of feedback control system) is solved by using the methodology of the behavioral finance.
ER -
KALOUDA, František. The hysteresis erosion of the discount rate control potential in CR conditions – behavioral solution. In Ing. Miroslav Čulík, Ph.D. \textit{Managing and Modelling of Financial Risks (Řízení a modelování finančních rizik)}. Ostrava, ČR: VŠB - Technická universita Ostrava, 2014. s.~329-335. ISBN~978-80-248-3631-7.
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