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Contemporary Trends and Challenges in Finance : Proceedings from the 5th Wroclaw International Conference in Finance / / edited by Krzysztof Jajuga, Hermann Locarek-Junge, Lucjan T. Orlowski, Karsten Staehr
| Contemporary Trends and Challenges in Finance : Proceedings from the 5th Wroclaw International Conference in Finance / / edited by Krzysztof Jajuga, Hermann Locarek-Junge, Lucjan T. Orlowski, Karsten Staehr |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (xi, 214 pages) : illustrations |
| Disciplina | 332 |
| Collana | Springer Proceedings in Business and Economics |
| Soggetto topico |
Capital market
Macroeconomics Corporations—Finance Finance, Public Insurance Capital Markets Macroeconomics/Monetary Economics//Financial Economics Corporate Finance Public Finance |
| ISBN | 3-030-43078-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro Preface Contents About the Editors Financial Markets The Rhythm of the Night: Some Anomalies in Open and Close Prices of Polish and German Blue-Chip Stocks 1 Introduction 2 Methods 2.1 Simple Returns and Log Returns 2.2 OHLC Records and Day- and Night-Returns 2.3 Volatility Estimates 2.4 Bid-Ask Spreads 2.5 Data 2.6 Portfolio Construction 3 Results 4 Conclusions Appendix References The Effect of the Day and the Risk Diversification on the WSE 1 Introduction 2 The Models of Well-Diversified Portfolios 3 The Effect of the Day and the Risk Diversification in 2010-2018 on the WSE 4 Summary References Volatility and Liquidity in Cryptocurrency Markets-The Causality Approach 1 Introduction 2 Methods 3 Data Source and Sample Preparation 4 Empirical Results 5 Conclusion and Discussion Appendix References Identification of the Factors Affecting the Return Rates of the Banks Listed on the Warsaw Stock Exchange 1 Introduction 2 Theoretical Framework 3 Data and Methodology 4 Results 5 Conclusions References Conventional and Downside Betas and Higher Co-moments in the Asset Pricing Relations 1 Introduction 2 Methodology 2.1 Risk Measures 2.2 Modifications of CAPM. Unconditional Relationships in Conventional and Downside Approaches 2.3 Modifications of CAPM. Relationships in Different Market Conditions 3 Data 4 Results 5 Conclusions References The Accuracy of Trade Classification Rules for the Selected CEE Stock Exchanges 1 Introduction 2 Literature Review 3 Data 4 Empirical Results 5 Conclusions References Profitability Ratios in Risk Analysis 1 Introduction 2 Downside Beats, Downside Accounting Betas and Semi-variance 3 Data 4 Empirical Results 5 Conclusions References Impact of Commodity Market Risk on Listed Companies 1 Introduction 2 The Scope of Research and Research Methods 3 The Results of the Warsaw Stock Exchange Study 4 The Results of the Italian Stock Exchange-Borsa Italiana Study 5 Conclusion References Corporate Finance The Double Relationship Between Risk Management and CSR in the Italian Healthcare Sector: The Case of the Lombard "Health Protection Agencies" (ATS) 1 Introduction 2 Risk, Risk Management and the Healthcare Sector 3 CSR and RM: Is There a Link? 4 Results and Discussion 5 Conclusions References Are Corporate Financing Policies Different in Old and New EU Member States? 1 Introduction 2 Literature Review 3 Data and Methodology 4 Results 5 Conclusions References Board Characteristics and Performance of East Africa Companies 1 Introduction 2 Literature Review 2.1 Board Size 2.2 The Proportion of Independent Directors 2.3 Separation of Chairman and CEO Positions 2.4 Proportion of Women 2.5 The Proportion of Foreign Board Members 3 Methodology 3.1 Data 3.2 Methodology 4 Findings and Discussions 4.1 Descriptive Statistics 4.2 Discussion 5 Conclusion References Quantitative Methods in Finance Different Approaches to the Reference Yield Curve Construction-And Their Application into Fund Transfer Pricing Mechanism 1 Introduction 2 An Impact of a Yield Curve Construction on FTP Process 2.1 Parsimonious Models 2.2 Smith-Wilson Model 3 Data and Results 3.1 Parametric Model 3.2 Smith-Wilson Model 4 Summary References Geometric Distribution as Means of Increasing Power in Backtesting VaR 1 Introduction 2 Geometric Distribution Based Methods of Testing VaR 3 Finite Sample Properties 4 Summary and Conclusion References Price Clustering in Stocks from the WIG 20 Index 1 Introduction 2 Data and Methodology 3 Empirical Results 4 Conclusion References Construction of Investment Strategies for WIG20, DAX and Stoxx600 with Random Forest Algorithm 1 Introduction 2 Investment Strategy and Random Forest 3 Data Preparation 4 Training the Algorithm 5 Results and Conclusions Appendix References Application of the SAW Method in Credit Risk Assessment 1 Introduction 2 Credit Risk Assessment Methods-Overview 3 Oriented Fuzzy Numbers-Basic Facts 4 Linguistic Approach-Order Scales 5 Simple Additive Weighting Method-Overview 6 Numerical Example-Case Study 7 Conclusions References Financial Institutions Cost-Management Strategies Applied by Insurance Companies in Poland in the Years 2016-2018; Empirical Research 1 Introduction 2 Cost Strategies Implementable by Insurance Companies 3 Research Findings Concerning Cost Strategies Applied in Insurance Companies Poland in the 2016-2018 4 Summary and Conclusions References Dividends of Life Insurance Companies and the Solvency Capital Requirements 1 Introduction 2 Dividends Payments of Life Insurers 3 Research Design 4 Conclusions References Fragility or Contagion? Properties of Systemic Risk in the Selected Countries of Central and East-Central Europe 1 Introduction 2 Financial System and Systemic Risk-Definitions 3 Selected Risk Measures and the Estimation Methods 3.1 Fragility Measure-SRISK 3.2 Risk Spill Over Measure-Delta CoVaR 3.3 Estimation 4 Empirical Results and Short Discussion 5 Conclusions Appendix: Descriptive Statistics References. |
| Record Nr. | UNINA-9910409669503321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Contemporary Trends and Challenges in Finance : Proceedings from the 3rd Wroclaw International Conference in Finance / / edited by Krzysztof Jajuga, Hermann Locarek-Junge, Lucjan T. Orlowski
| Contemporary Trends and Challenges in Finance : Proceedings from the 3rd Wroclaw International Conference in Finance / / edited by Krzysztof Jajuga, Hermann Locarek-Junge, Lucjan T. Orlowski |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (xiii, 251 pages) |
| Disciplina | 332 |
| Collana | Springer Proceedings in Business and Economics |
| Soggetto topico |
Corporations—Finance
Business enterprises—Finance Bank marketing Macroeconomics Economics, Mathematical Corporate Finance Business Finance Financial Services Macroeconomics/Monetary Economics//Financial Economics Quantitative Finance |
| ISBN | 3-319-76228-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I: Econometrics of Financial Markets -- Information Asymmetry, Liquidity and the Dynamic Volume-Return Relation in Panel Data Analysis -- Density forecasts of emerging markets’ exchange rates using Monte Carlo simulation with regime switching -- Determination of the own funds requirements for the risk of binary options -- Part II: Stock Market Investments -- Relationships between returns in EU equity markets in 2005-2016: implications for portfolio risk diversification -- The relationships between beta coefficients in the classical and downside framework: Evidence from Warsaw Stock Exchange -- Intraday Trading Patterns on the Warsaw Stock Exchange -- Testing Stability of Correlations between Liquidity Proxies Derived from Intraday Data on the Warsaw Stock Exchange -- Validating Downside Accounting Beta: Evidence from the Polish Construction Industry -- Part III: International Finance -- Application of S-curve and modified S-curve in transition economies’ GDP forecasting. Visegrad Four countries case -- Financialization of commodity markets -- Part IV: Banking -- The production or intermediation approach? ‒ it matters -- Competitiveness and Concentration of the Banking Sector as a Measure of Banks’ Credit Ratings -- Different approaches to regulatory capital calculation for operational risk -- Assessment of Systemic Risk in the Polish Banking Industry -- Contemporary Challenges in the Asset Liability Management -- Part V: Corporate Finance -- Does it pay off to change the CEO? Changes in operating performance - preliminary results -- The capitalistic firm as a system that produces economic and social values -- Corporate cash holdings and tax changes. Evidence from some CEE countries -- Determinants of Capital Structure across European Countries -- Profitability of serial acquirers on the Polish capital market -- Failure Models for Insolvency and Bankruptcy -- Part VI: Personal Finance -- Parental Influence on Financial Knowledge of University Students -- Does Households’ Financial Well-being Determine the Levels of Their Sight Deposits under Turmoil? |
| Record Nr. | UNINA-9910299659903321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Contemporary Trends and Challenges in Finance : Proceedings from the 2nd Wroclaw International Conference in Finance / / edited by Krzysztof Jajuga, Lucjan T. Orlowski, Karsten Staehr
| Contemporary Trends and Challenges in Finance : Proceedings from the 2nd Wroclaw International Conference in Finance / / edited by Krzysztof Jajuga, Lucjan T. Orlowski, Karsten Staehr |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (XIII, 320 p. 48 illus., 15 illus. in color.) |
| Disciplina | 332 |
| Collana | Springer Proceedings in Business and Economics |
| Soggetto topico |
Finance
Business enterprises—Finance Macroeconomics Economics, Mathematical Finance, general Business Finance Macroeconomics/Monetary Economics//Financial Economics Quantitative Finance |
| ISBN | 3-319-54885-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910255032003321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||