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 "Stock indices" wg kryterium: Temat

  Lista filtrów
Wyrównaj
    Wyświetlanie 1-7 z 7
    Tytuł:
    THE IMPORTANCE OF THE US AND POLISH MACROECONOMIC VARIABLES FOR INVESTORS ON THE WARSAW STOCK EXCHANGE
    Autorzy:
    Paluszak, Grzegorz
    Popławska, Magda
    Powiązania:
    https://bibliotekanauki.pl/articles/450528.pdf
    Data publikacji:
    2010
    Wydawca:
    Uniwersytet Gdański. Wydawnictwo Uniwersytetu Gdańskiego
    Tematy:
    Stock Exchange
    Macroeconomic Indicators
    Stock Indices
    Investment Decisions
    Opis:
    This study investigates the impact of the scheduled US and Poland macroeconomic news releases on investment decisions on the Warsaw Stock Exchange (WSE). Our real time macroeconomic data cover the period between July 2006 and June 2009. The macroeconomic variables used include three groups of indexes: the general situation in the economy (GDP and unemployment rate for Poland, GDP and Nonfarm Payrolls for US), customers’ situation (CPI and Retail Sales Dynamics for Poland and US) and situation in enterprises sector (PPI and Industrial Production Dynamics for Poland and US). We find evidence that to a larger extent the investment decisions on the WSE are driven by the US macroeconomic variables rather than the Polish ones. Specifically, we find significant effects of the general situation in the US economy on the investment decisions. Of the macroeconomic news releases, the US GDP has the largest impact on the WSE.
    Źródło:
    International Journal of Emerging and Transition Economies (IJETE); 2010, 3, 1; 59-70
    1308-2701
    Pojawia się w:
    International Journal of Emerging and Transition Economies (IJETE)
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Applying event analysis to selected markets’ reaction to the Russian invasion on Ukraine
    Autorzy:
    Mosiejko, Leszek
    Bernardelli, Michał
    Powiązania:
    https://bibliotekanauki.pl/articles/50672913.pdf
    Data publikacji:
    2024-02-14
    Wydawca:
    Szkoła Główna Handlowa w Warszawie. Kolegium Zarządzania i Finansów
    Tematy:
    event analysis
    Russian-Ukrainian conflict
    stock indices
    rate of return
    ACAR
    Opis:
    The aim of the study was to analyse the rate of return of selected stock exchange indices, currency pairs, raw materials and food in the event window determined by the start date of the Russian-Ukrainian war in 2022. The analysis used an approach based on the observation of the development of rates of return and their changes over time caused by Russia’s invasion on Ukraine on February 24, 2022, applying the commonly used Average of Cumulative Abnormal Returns (ACAR) measure. The research showed many similarities as well as some differences in terms of the strength of the impact and the direction of changes in the prices of instruments on individual markets as a result of the outbreak of an armed conflict. The analysis comprehensively takes into account the impact of armed conflict on the development of short- and medium-term rates of return on various markets, the global scope of which has a significant influence on the economic development of individual countries. Not being limited to one market makes it possible to identify universal patterns of stock market behaviour in response to unforeseen events with a global impact on the world economy.
    Źródło:
    Journal of Management and Financial Sciences; 2023, 16, 49; 9-32
    1899-8968
    Pojawia się w:
    Journal of Management and Financial Sciences
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Changes of exchange rate behavior during and after crisis
    Autorzy:
    Syczewska, Ewa Marta
    Powiązania:
    https://bibliotekanauki.pl/articles/453660.pdf
    Data publikacji:
    2010
    Wydawca:
    Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Katedra Ekonometrii i Statystyki
    Tematy:
    Exchange rates
    stock indices
    crisis
    risk
    autoregressive and conditional heteroskedasticity models
    Granger causality
    Opis:
    "This study extends earlier analysis, in which behavior of daily exchange rates during the global crisis was compared to that before crisis. We repeat similar comparison for data set extended until the end of April 2010, use ARMA/ARMAX and GARCH models with stock indices as additional regressors, for volatility and returns of EURPLN, EURUSD, USDPLN exchange rates. Marked increase in volatility during crisis, negatively affected quality of models. After crisis volatility and returns seem to stabilize, hence exchange rate risk seems to decline gradually. There is a slight improvement in quality of models after the crisis."
    Źródło:
    Metody Ilościowe w Badaniach Ekonomicznych; 2010, 11, 1; 145-157
    2082-792X
    Pojawia się w:
    Metody Ilościowe w Badaniach Ekonomicznych
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    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
    Tytuł:
    Does the slope of the yield curve of the interbank market influence prices on the Warsaw Stock Exchange? A sectoral perspective
    Autorzy:
    Majerowska, Ewa
    Bednarz, Jacek
    Powiązania:
    https://bibliotekanauki.pl/articles/1047379.pdf
    Data publikacji:
    2021-05-31
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    stock market sub-indices
    EGARCH
    term structure of the interest rates
    Opis:
    The interest rate curve is often viewed as the leading indicator of economic prosperity in a broad sense. This paper studies the ability of the slope of the yield curve in the term structure of interest rates to impact the sectoral indices on the Warsaw Stock Exchange, using daily data covering the period from 1 January 2001 to 30 September 2020. The results of the research indicate an ambiguous dependence of the logarithmic rates of return of sub-indices on the change of the interbank interest rate curve. The only sectors showing a clear relationship of this type is energy and pharmaceuticals.
    Źródło:
    Przegląd Statystyczny; 2020, 67, 4; 294-307
    0033-2372
    Pojawia się w:
    Przegląd Statystyczny
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Impact of the Covid-19 pandemic on major indices of the world’s largest stock exchanges
    Autorzy:
    Szczurowski, Piotr
    Powiązania:
    https://bibliotekanauki.pl/articles/2050910.pdf
    Data publikacji:
    2021
    Wydawca:
    Instytut Studiów Międzynarodowych i Edukacji Humanum
    Tematy:
    Covid-19 pandemic
    stock exchange
    largest stock markets
    main indices
    largest corporations
    Opis:
    This text was written in May and June 2021. It contains an analysis of the impact of the Covid-19 pandemic on the main indices of the largest (capitalization) stock markets in the world, which is an introduction to more detailed research on the impact of the pandemic crisis on the economic situation of the world’s largest corporations (listed on the largest stock exchanges) and their socio-political position. The conducted study, which covered a period of almost 3 years (32 months), shows that the Covid-19 pandemic did not harm the main indices of the largest stock markets, on the contrary, during the pandemic, the indices grew more than in the pre-pandemic period.
    Źródło:
    Humanum. Międzynarodowe Studia Społeczno-Humanistyczne; 2021, 1(40); 131-146
    1898-8431
    Pojawia się w:
    Humanum. Międzynarodowe Studia Społeczno-Humanistyczne
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Are cryptocurrencies safe havens during the COVID-19 pandemic? A threshold regression perspective with pandemic-related benchmarks
    Autorzy:
    Barbu, Teodora Cristina
    Boitan, Iustina Alina
    Cepoi, Cosmin-Octavian
    Powiązania:
    https://bibliotekanauki.pl/articles/2058076.pdf
    Data publikacji:
    2022-07-11
    Wydawca:
    Uniwersytet Ekonomiczny w Poznaniu
    Tematy:
    Bitcoin
    Ether
    COVID-19
    stock market index
    sustainable indices
    bond yield
    threshold regression
    Opis:
    The paper employs a threshold regression framework conditioned by two COVID-19 related proxies, to investigate whether Bitcoin and Ether exhibit short-term safe haven or diversiefir features for stock and bond markets. Both cryptocurrencies fulfil a diversiefir role for the responsible investments represented by sustainable stock market indices, a safe haven role for major bond markets and a mixed role for a selection of representative stock market indices. Furthermore, in times characterized by an increasing number of COVID-19 daily cases or deaths the statistical relationship between both cryptocurrencies and the main nfiancial market determinants weakens.
    Źródło:
    Economics and Business Review; 2022, 8, 2; 29-49
    2392-1641
    Pojawia się w:
    Economics and Business Review
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-7 z 7

      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