Informacja

Drogi użytkowniku, aplikacja do prawidłowego działania wymaga obsługi JavaScript. Proszę włącz obsługę JavaScript w Twojej przeglądarce.

English (EN)·Polski (PL)·Yкраїнський (UK)
Przejdź do strony domowej biblioteki Centralna Biblioteka Wojskowa Link otwiera się w nowym oknie Logo biblioteki Prolib Integro - strona głównaCentralna Biblioteka Wojskowa

Wyszukujesz frazę "integration of the market" wg kryterium: Wszystkie pola

  Lista filtrów
Wyrównaj
    Wyświetlanie 1-4 z 4
    Tytuł:
    Inclusion and Integration of the Disabled into the Labor Market Against the Background of the New Regulations in Germany
    Autorzy:
    Jodkowska, Lilianna
    Powiązania:
    https://bibliotekanauki.pl/articles/517299.pdf
    Data publikacji:
    2013
    Wydawca:
    Instytut Badań Gospodarczych
    Tematy:
    labour market
    disabled
    regulation
    Opis:
    The aim of the article is to present new regulations introduced by the Third Book of the Social Code in Germany that concern a reform of the labor market's active instruments gathered under the name "Instumentenreform". One of the main objectives of the reform is to improve the quality of programs and projects that activate the unemployed, but also to make efforts to include in the labor market groups that have not been activated in such a way so far. One of such groups are the disabled trained and employed in Invalids' Cooperatives. One of the further, and at the same time new, criteria for all organizations and institutions receiving and applying for funds to realize programs of the labor market and vocational trainings is the introduction and certification of the quality management system. The aim of the paper is to compare the activity of Invalids' Cooperatives in Po-land and Germany. This aim will be carried out by analyzing the regulations and as far as possible the data available (the regulations became effective in two stages: in April 2012, and since 01.01.2013 onwards). The findings of the article have been collected in the form of a description of the situation and forecast for 2013.
    Źródło:
    Equilibrium. Quarterly Journal of Economics and Economic Policy; 2013, 8, 3; 79-101
    1689-765X
    2353-3293
    Pojawia się w:
    Equilibrium. Quarterly Journal of Economics and Economic Policy
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    FINANCIAL INTEGRATION IN THE EUROPEAN UNION - THE IMPACT OF THE CRISIS ON THE BOND MARKET
    Autorzy:
    Vukovic, Darko B.
    Hanic, Edin
    Hanic, Hasan
    Powiązania:
    https://bibliotekanauki.pl/articles/517244.pdf
    Data publikacji:
    2017
    Wydawca:
    Instytut Badań Gospodarczych
    Tematy:
    financial integration
    crisis
    bonds market
    ALB model
    European Monetary Union
    Opis:
    Research background: In our paper we have analyzed the influence of the crisis on the financial integration in the European Monetary Union. We have analyzed EMU capital market to show the impact of the crisis, with the focus on the bonds market. The determinants of the research are yields and standard deviations on medium-term and long-term triple-A bond markets, as well as CDS medium-term premiums. Purpose of the article: The aim of this paper is to show the volatility of researched deter-minants in periods of crisis in EMU zones. Methods: As a model we used a modified theoretical CAL portfolio model. In the last fifteen years Europe has been faced with two major crises: the world economic crisis and sovereign debt crisis. Findings & Value added: We believe that the sovereign crisis hit EMU more, leaving the deeper implications on the financial integration. Our analysis has showed that the crisis had a major impact on the financial integration. Yields and standard deviations increased multiply in periods of crisis and left the impact of volatility on the capital market. However, the degree of convergence of euro area bond markets largely stabilized in last two years.
    Źródło:
    Equilibrium. Quarterly Journal of Economics and Economic Policy; 2017, 12, 2; 195-210
    1689-765X
    2353-3293
    Pojawia się w:
    Equilibrium. Quarterly Journal of Economics and Economic Policy
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Estimation of the price elasticity of petroleum products consumption in Ukraine
    Autorzy:
    Galchynskyi, Leonid
    Powiązania:
    https://bibliotekanauki.pl/articles/22444419.pdf
    Data publikacji:
    2020
    Wydawca:
    Instytut Badań Gospodarczych
    Tematy:
    petroleum product market
    elasticity
    volatility
    model
    co-integration
    Opis:
    Research background: The analysts of the petroleum product markets of industrial countries believe that the elasticity of demand varies at different periods, which gave rise to the hypothesis that behavioral and structural factors have changed the consumers? reaction during the last few decades, with a change in prices of petroleum products. Purpose of the article: The purpose of this article is to study the elasticity of demand and prices in order to identify changes in consumer behavior in the oil market after significant socio-economic shocks and to establish a correlation between changes in elasticity and price volatility, with the Ukrainian petroleum products market as an illustrative example. Methods: Based on the time series of the petroleum product market of Ukraine, static and dynamic models for assessing the demand elasticity were constructed. It was found that the time series of demand for petroleum products is non-stationary but then the time series of the first differences is stationary according to the extended Dickey-Fuller test; further, the fact of co-integration between time series of consumption, income, and prices was established by the Johansson test. This made it possible to construct co-integration dependence, allowing, in turn, the development of models for assessing the elasticity of demand for petroleum products, on the basis of which objective assessments of changes in consumer behavior were established. Analysis of the monthly calculation of petroleum products? price volatility during the period 2008 to 2018 has showed that the values of volatility increased abnormally in the period between the beginning of 2014 and the middle of 2015. The estimates of price and demand elasticities obtained for the two periods up to the beginning of 2014 and the second half of 2015 differ significantly from the values of the corresponding elasticities between the beginning of 2014 and the middle of 2015. Findings & Value added: Assessments of income elasticities and price elasticities for petroleum products in the Ukrainian market were obtained by three co-integration models, both short and long term, for each of the three previously defined time intervals. In one of them, characterized by a high level of price volatility conditionally referred to as a crisis, the value of elasticities differed markedly from the corresponding values in the other two periods, in particular, -0.383 for price elasticity and 1.068 for a long-term bond. In the other two periods, these were, respectively, 0.543 for price elasticity and 0.274 for long-term pre-crisis elasticity, and -0.470 for price elasticity and 0.235 for long-term post-crisis elasticity. Appropriate elasticity estimates were obtained for both the short-run and the dynamic model, for the same defined intervals. A comparison of these estimates showed the closeness of the values of elasticities for the pre-crisis and post-crisis intervals and a marked difference from the estimates of the elasticities in the crisis interval. Thus, it was found that a significant change in elasticities is accompanied by an increase in price volatility.
    Źródło:
    Equilibrium. Quarterly Journal of Economics and Economic Policy; 2020, 15, 2; 315-339
    1689-765X
    2353-3293
    Pojawia się w:
    Equilibrium. Quarterly Journal of Economics and Economic Policy
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Integration in Central European capital markets in the context of the global COVID-19 pandemic
    Autorzy:
    Pardal, Pedro
    Dias, Rui
    Šuleř, Petr
    Teixeira, Nuno
    Krulický, Tomáš
    Powiązania:
    https://bibliotekanauki.pl/articles/22444400.pdf
    Data publikacji:
    2020
    Wydawca:
    Instytut Badań Gospodarczych
    Tematy:
    COVID-19
    capital market
    financial integration
    portfolio diversification
    financial crisis
    Opis:
    Research background: Covid-19 pandemic had a strong impact on the economy and capital market. In times of crisis, it is important for investors to be able to diversify their investment portfolio in order to mitigate risk. However, the growing trend towards capital market integration may make it ineffective. Research on financial integration, during the Covid-19 period, has started to develop, mainly in major global capital markets. It is, therefore, important to extend this research to other capital markets. The purpose of the article: This contribution aims to analyze financial integration in the stock indexes of the capital markets of Austria (ATX), Slovenia (SBITOP), Hungary (BUDAPEST SE), Lithuania (OMX VILNIUS), Poland (WIG), the Czech Republic (PX PRAGUE), Russia (MOEX) and Serbia (BELEX 15), in the context of the global pandemic (COVID-19). Methods: To measure the unit roots in the time series, we used ADF, PP, and KPSS tests, and Clemente et al. (1998) test to detect structural breaks. To ana-lyse financial integration, we applied the Gregory and Hansen integration test, and to validate the robustness of results, we use the impulse-response function (IRF) methodology, with Monte Carlo simulations, as they provide a dynamic analysis generated from the VAR model estimates. Findings & Value added: The results suggest very significant levels of integration, which decreases the chances of portfolio diversification in the long-term. Evidence shows 47 pairs of integrated stock market indexes (out of 56 possible). The stock indexes ATX, BUDAPESTE SE, BELEX 15 show financial integration with all other indexes. On the contrary, the index of OMX VILNIUS shows only 3 integrations. Results also show that most of the significant structural breaks occurred in March 2020. The analysis of the relationship between markets, in the short term, shows positive/negative co-movements, with statis-tical significance and with a persistence longer than one week.
    Źródło:
    Equilibrium. Quarterly Journal of Economics and Economic Policy; 2020, 15, 4; 627-650
    1689-765X
    2353-3293
    Pojawia się w:
    Equilibrium. Quarterly Journal of Economics and Economic Policy
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-4 z 4

      Ta witryna wykorzystuje pliki cookies do przechowywania informacji na Twoim komputerze. Pliki cookies stosujemy w celu świadczenia usług na najwyższym poziomie, w tym w sposób dostosowany do indywidualnych potrzeb. Korzystanie z witryny bez zmiany ustawień dotyczących cookies oznacza, że będą one zamieszczane w Twoim komputerze. W każdym momencie możesz dokonać zmiany ustawień dotyczących cookies