Temat: stock exchange indices - 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

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Skocz do pozycji: 2.

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

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Skocz do pozycji: 3.

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

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Skocz do pozycji: 4.

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

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