Contemporary Trends and Challenges in Finance
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Contemporary Trends and Challenges in Finance
Proceedings from the 2nd Wroclaw International Conference in Finance
Orlowski, Lucjan T.; Staehr, Karsten; Jajuga, Krzysztof
Springer International Publishing AG
05/2017
320
Dura
Inglês
9783319548845
15 a 20 dias
6269
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Part I. Econometrics of Financial Markets.- 1. Chosen Measures for Pricing of Liquidity.- 2. Not as Black as Is Painted? Influence of sCDS Market on Domestic Financial Market's before and after the Ban on Naked sCDS Trade.- 3. Determinants of the Spread between POLONIA Rate and the Refer-ence Rate - Dynamic Model Averaging Approach.- 4. World Natural Gas Markets: Characteristics, Basic Properties and Linkages of Natural Gas Prices.- 5. Are Major Currencies Hedges or Safe Havens for Polish Stocks and Bonds?.- 6. Copper Price Discovery on COMEX, 2006-2015.- 7. A Copula Approach to Backward-Looking Factors in Market Based Inflation Expectations.- Part II: Stock Market Investments.- 8. Risk Parity Portfolios for the Grouped Stocks.- 9. Order Imbalance Indicators in Asset Pricing: Evidence from the Warsaw Stock Exchange.- 10. Interaction Between Market Depth and Market Tightness on the Warsaw Stock Exchange: A Preliminary Study.- 11. Investment Opportunities in the WSE: Bull versus Bear Markets.- Part III: Macrofinance.- 12. Development of Financial Systems in 1995-2014 - A Factor Analysis.- 13. Measuring Systemic Risk with CoVaR Using a Stock Market Data Based Approach.- 14. The Quality of Financial Information and Stock Market Develop-ment: A Panel Data Study for the European Economies.- 15. Impacts of Urban Environmental Attributes on Residential Hous-ing Prices in Warsaw (Poland) - Spatial Hedonic Analysis of City Dis-tricts.- 16. Macro- and Microprudential Regulations and their Effects on Pro-cyclicality of Solvency and Liquidity Risk.- Part IV: Banks and other Financial Institutions.- 17. Balance Sheet Shaping through Decision Model and the Role of the Funds Transfer Pricing Process.- 18. Testing VaR under Basel III with Application to No Failure Setting.- 19. Factors of Influence on Relationship Banking of Polish Firms.- 20. Bootstrap Mean Squared Error of Prediction in Loss Reserving.- 21. Mixture Cure Models in Prediction of Time to Default: Comparison with Logit and Cox models.- Part V: Public Finance.- 22. A New Business Model in Health Care Between Public and Pri-vate: Low Cost High Value Healthcare.- 23. The Heterogeneous Diversity of the Real Estate Transfer Tax in the EU.- 24. Impact of Financial Policies of Local Authorities on Entrepreneur-ship: Comprehensiveness of Policy Matters.- Part VI: Corporate Finance.- 25. Are Capital Structure Determinants Different Depending on Firm Size and Debt Maturity? Evidence form European Panel Data.- 26. Value Creation in a Firm through Coopetition. Real Options Games Approach.- Part VII: Household Finance.- 27. Does a Household's Wealth Determine the Risk Profile of Its Fi-nancial Asset Portfolio?.- 28. Supporting Family To Their Utmost -People's Over the Age of 50 Attitudes to Borrowing.
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Financial Management;Financial Trends;Finance Theory;Financial Markets;Finance;quantitative finance
Part I. Econometrics of Financial Markets.- 1. Chosen Measures for Pricing of Liquidity.- 2. Not as Black as Is Painted? Influence of sCDS Market on Domestic Financial Market's before and after the Ban on Naked sCDS Trade.- 3. Determinants of the Spread between POLONIA Rate and the Refer-ence Rate - Dynamic Model Averaging Approach.- 4. World Natural Gas Markets: Characteristics, Basic Properties and Linkages of Natural Gas Prices.- 5. Are Major Currencies Hedges or Safe Havens for Polish Stocks and Bonds?.- 6. Copper Price Discovery on COMEX, 2006-2015.- 7. A Copula Approach to Backward-Looking Factors in Market Based Inflation Expectations.- Part II: Stock Market Investments.- 8. Risk Parity Portfolios for the Grouped Stocks.- 9. Order Imbalance Indicators in Asset Pricing: Evidence from the Warsaw Stock Exchange.- 10. Interaction Between Market Depth and Market Tightness on the Warsaw Stock Exchange: A Preliminary Study.- 11. Investment Opportunities in the WSE: Bull versus Bear Markets.- Part III: Macrofinance.- 12. Development of Financial Systems in 1995-2014 - A Factor Analysis.- 13. Measuring Systemic Risk with CoVaR Using a Stock Market Data Based Approach.- 14. The Quality of Financial Information and Stock Market Develop-ment: A Panel Data Study for the European Economies.- 15. Impacts of Urban Environmental Attributes on Residential Hous-ing Prices in Warsaw (Poland) - Spatial Hedonic Analysis of City Dis-tricts.- 16. Macro- and Microprudential Regulations and their Effects on Pro-cyclicality of Solvency and Liquidity Risk.- Part IV: Banks and other Financial Institutions.- 17. Balance Sheet Shaping through Decision Model and the Role of the Funds Transfer Pricing Process.- 18. Testing VaR under Basel III with Application to No Failure Setting.- 19. Factors of Influence on Relationship Banking of Polish Firms.- 20. Bootstrap Mean Squared Error of Prediction in Loss Reserving.- 21. Mixture Cure Models in Prediction of Time to Default: Comparison with Logit and Cox models.- Part V: Public Finance.- 22. A New Business Model in Health Care Between Public and Pri-vate: Low Cost High Value Healthcare.- 23. The Heterogeneous Diversity of the Real Estate Transfer Tax in the EU.- 24. Impact of Financial Policies of Local Authorities on Entrepreneur-ship: Comprehensiveness of Policy Matters.- Part VI: Corporate Finance.- 25. Are Capital Structure Determinants Different Depending on Firm Size and Debt Maturity? Evidence form European Panel Data.- 26. Value Creation in a Firm through Coopetition. Real Options Games Approach.- Part VII: Household Finance.- 27. Does a Household's Wealth Determine the Risk Profile of Its Fi-nancial Asset Portfolio?.- 28. Supporting Family To Their Utmost -People's Over the Age of 50 Attitudes to Borrowing.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
