Temat: cointegration theory - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Does simultaneous investing on different stock markets allow to diversify risk? The cointegration analysis with main focus on Warsaw Stock Exchange
Autorzy:: Misiuk, Anna
Zajkowska, Olga
Powiązania:: https://bibliotekanauki.pl/articles/453393.pdf
Data publikacji:: 2010
Wydawca:: Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Katedra Ekonometrii i Statystyki
Tematy:: market stock exchange
stock exchange indices
WIG20
cointegration theory
Granger causality
portfolio diversification
Opis:: This paper aims at examining the bilateral linkage between daily stock market indices, in which the leading index of WSE (WIG20) is the reference. Thus, the study is limited to pairs including WIG20 and indices which are listed on the financial centers of WSE’s main foreign investors. The relationship between the markets is investigated throughout the cointegration theory. Further, the Granger causality is carried out in order to distinguish the directions of influence across the stock market environments. The obtained results shall explain the investor’s tendencies in portfolio diversification.
Źródło:: Metody Ilościowe w Badaniach Ekonomicznych; 2010, 11, 1; 118-127
2082-792X
Pojawia się w:: Metody Ilościowe w Badaniach Ekonomicznych
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Economic-mathematical methods for evaluating the performance of corporate social responsibility
Autorzy:: Simchenko, N.
Powiązania:: https://bibliotekanauki.pl/articles/115659.pdf
Data publikacji:: 2012
Wydawca:: Fundacja na Rzecz Młodych Naukowców
Tematy:: corporate social responsibility
company reputation
fuzzy sets theory
methods of cointegration analysis
Opis:: The aim of this paper is to examine the applying of economic-mathematical methods for evaluating the performance of corporate social responsibility in Ukraine. We identified a set of quantitative and qualitative indicators which can estimate the state of socially oriented business management. The results of the integral indicators calculating of socially oriented management allowed defining the coefficients which show the level of company’s reputation. The applying of fuzzy sets theory, methods of cointegration analysis, correlation analysis and multiple regression allowed evaluating the performance of corporate social responsibility. The most important activities which impact on the performance of corporate social responsibility are good business practice in relation to suppliers and other business partners, competency management system, charity, sponsorship activities and regional employment rate.
Źródło:: Challenges of Modern Technology; 2012, 3, 3; 26-32
2082-2863
2353-4419
Pojawia się w:: Challenges of Modern Technology
Dostawca treści:: Biblioteka Nauki

Artykuł

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