Odvětvové beta koeficienty v CEE regionu

The master thesis deals with the investigation of industry beta coefficients in the region of Central and Eastern Europe. The aim of the work is to examine how the choice of variables such as interval, periodicity and market index affect the resulting size of these coefficients. And further how these variables are perceived for different industries within the region. For the purposes of determining the size of the beta coefficients, statistical methods of linear regression were used, and estimates were made by the method of least squares, respectively FE and FD methods. All in accordance with econometric theory.