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Podatność rynków giełdowych krajów Grupy Wyszehradzkiej na niestabilności wewnętrzne i zewnętrzne

dc.contributor.authorGrabowski, Wojciech
dc.date.accessioned2024-04-10T07:36:59Z
dc.date.available2024-04-10T07:36:59Z
dc.date.issued2021-04-14
dc.identifier.citationGrabowski W., Podatność rynków giełdowych krajów Grupy Wyszehradzkiej na niestabilności wewnętrzne i zewnętrzne, Wydawnictwo Uniwersytetu Łódzkiego, AGENT PR Łódź–Kraków 2021, https://doi.org/10.18778/8220-395-0pl_PL
dc.identifier.isbn978-83-8220-395-0
dc.identifier.urihttp://hdl.handle.net/11089/51586
dc.description.abstractW monografii pt. Podatność rynków giełdowych krajów Grupy Wyszehradzkiej na niestabilności wewnętrzne i zewnętrzne prezentowane są wyniki badań dotyczące sytuacji na rynkach giełdowych w Polsce, Czechach i na Węgrzech, powiązań między analizowanymi rynkami oraz ich odporności na szoki zewnętrzne. Zbadano wpływ zarówno krótko-, jak i długookresowych czynników na wartości indeksów WIG, BUX, PX oraz stopy zwrotu. Zidentyfikowano okresy łącznych załamań na rynkach kapitałowych oraz badany jest mechanizm transmisji szoków i zmienności. Wykorzystywano szeroki wachlarz metod ekonometrycznych, obejmujący m.in. jedno- i wielorównaniowe modele klasy GARCH, analizę transmisji zmienności Diebolda-Yilmaza, modele zmiennych jakościowych oraz modele regresji kwantylowej.pl_PL
dc.language.isoplpl_PL
dc.publisherWydawnictwo Uniwersytetu Łódzkiegopl_PL
dc.relation.ispartofseriesEkonomia;
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/
dc.subjectGrupa Wyszehradzkapl_PL
dc.subjectindeksy giełdowe WIGpl_PL
dc.subjectrynki giełdowe Polski, Czech i Węgierpl_PL
dc.subjectrynki walutowepl_PL
dc.subjectsystem finansowypl_PL
dc.titlePodatność rynków giełdowych krajów Grupy Wyszehradzkiej na niestabilności wewnętrzne i zewnętrznepl_PL
dc.typeBookpl_PL
dc.rights.holder© Copyright by Wojciech Grabowski, Łódź–Kraków 2021; © Copyright for this edition by Uniwersytet Łódzki, Łódź–Kraków 2021; © Copyright for this edition by AGENT PR Łódź–Kraków 2021pl_PL
dc.page.number221pl_PL
dc.contributor.authorAffiliationUniwersytet Łódzki, Wydział Ekonomiczno-Socjologiczny, Instytut Ekonometrii, Katedra Modeli i Prognoz Ekonometrycznychpl_PL
dc.identifier.eisbn978-83-8220-396-7
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dc.identifier.doi10.18778/8220-395-0


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