Acta Universitatis Lodziensis. Folia Oeconomica: Ostatnio dodane
Wyświetlanie pozycji 2921-2940 z 4530
-
Obiektywność i wartościowanie w naukach społecznych u Cunnara Myrdala
(Uniwersytet Łódzki, 1983)The article discusses methodological problems of Gunnar Myrdal 's scientific contributions. It describes in bigger detail the research method which, in Myrdal's opinion, should be employed in all social sclences including ... -
Koncepcja teoretyczna stref
(Uniwersytet Łódzki, 1983)The food economy on the national scale constitutes one of fundamental objectives in the state's economic policy. Till recently it was centrally controlled. And there are many factors pointing at the necess ity of its ... -
Analiza płynności papierów wartościowych notowanych w systemie WARSET - czas
(Wydawnictwo Uniwersytetu Łódzkiego, 2004)Garsztka, Matuszewski, and Wieloch (2003) proposed a new method of constructing a liquidity measure, based on the probability of closing a transaction that depends on the price limit and turnover volume. To extend the ... -
Metody falkowe w poszukiwaniu długoterminowej zależności kursów giełdowych i walutowych
(Wydawnictwo Uniwersytetu Łódzkiego, 2004)The paper treats of an issue that is interrelated to the prediction inseparably. Namely if one models an economic variable with the aid of a stochastic process one should realize to "hat extent the past behaviour of the ... -
Dynamiczna alokacja aktywów - Model Markowiza
(Wydawnictwo Uniwersytetu Łódzkiego, 2004)The purpose of this paper is to present dynamic approach to selection of efficient portfolios using a multivariate GARCH model. The paper examines if taking into consideration time varying variances and covariance's of ... -
Bayesian Pricing of an European Call Option Using a GARCH Model with Asymmetries
(Wydawnictwo Uniwersytetu Łódzkiego, 2004)In this paper option pricing is treated as an application of Bayesian predictive analysis. The distribution of the discounted payoff, induced by the predictive density of future observables, is the basis for direct option ... -
Bezrobocie regionalne w okresie przedakcesyjnym w Polsce
(Wydawnictwo Uniwersytetu Łódzkiego, 2003)The paper shows regional variation of unemployment in Poland and indicates its main determinants, especially the role played by supply and demand sides of the labour market, regional economic structures and employment ... -
O ryzyku kryzysu walutowego
(Wydawnictwo Uniwersytetu Łódzkiego, 2004)Traders and investors are often exposed to the currency risk during their market operations. This risk includes the risk of currency crisis. Economists avoid precise defining of such economic disaster in literature, which ... -
Portfele klasyczne, fundamentalne i zdywersyfikowane poziomo - analiza porównawcza
(Wydawnictwo Uniwersytetu Łódzkiego, 2004)Classical diversification theory is connected with portfolio analysis and concerns decreasing portfolio risk by increasing the number of stocks in portfolio. This kind of diversification is called vertical diversification. ... -
Ranking Otwartych Funduszy Emerytalnych - prognozy 2004-2005
(Wydawnictwo Uniwersytetu Łódzkiego, 2004)The paper proposes an application of the methodology of multicriterial optimization to forecast the ranking of OPF in 2004-2005. The analysis starts with a historical ranking of Polish Opened-end Pension Funds (OPF) based ... -
On Duration-Dispersion Strategies for Portfolio Immunization
(Wydawnictwo Uniwersytetu Łódzkiego, 2004)This paper deals with new immunization strategies for a noncallable and default-free bond portfolio. This approach refers to the Fong and Vasicek (1984), the Nawalkha and Chambers (1996), the Balbàs and Ibáňez (1998), and ... -
Arbitraż na rynku instrumentów procentowych (na przykładzie rynku FRA i obligacji)
(Wydawnictwo Uniwersytetu Łódzkiego, 2004)The article discusses the relationship between the changes in bond yields and FRA rates. The established models check the strength and the causality of changes at both markets. The intuition suggests that long-term interest ... -
Wykorzystanie spreadu stóp procentowych w badaniach aktywności gospodarczej oraz procesów inflacyjnych
(Wydawnictwo Uniwersytetu Łódzkiego, 2004)Empirical research has uncovered predictive relationships between the slope of the yield curve (yields spread) and expected future inflation and future economic growth. This study applies existing framework and examines ... -
Testowanie nieliniowej integracji i kointegracji. Przykład weryfikacji hipotezy parytetu siły nabywczej
(Wydawnictwo Uniwersytetu Łódzkiego, 2004)In the paper the problem of investigation of non-linear cointegrating relationships is analysed. Though linear models have their advantages connected with simplicity of analysis and calculations, they turn out to be too ... -
Rozwój ubezpieczeń życiowych i majątkowo-osobowych w Polsce w latach 1990-2000 jako element rynku kapitałowego
(Wydawnictwo Uniwersytetu Łódzkiego, 2004)Insurance companies - besides banks and the stock market institutions - play an important role in the capital market. Every insurer collects premiums for insurance protection. An inflow of insurance premiums to the market, ... -
Empiryczny model polityki kursowej w Polsce w latach 1995-2002
(Wydawnictwo Uniwersytetu Łódzkiego, 2004)The paper concerns the structural vector equilibrium correction model linking money supply, producers' prices, foreign reserves and exchange rate in Poland during transition period. Due to the shortage of the data estimates ... -
Analiza realnego kursu walutowego
(Wydawnictwo Uniwersytetu Łódzkiego, 2004)In everyday economic life a nominal exchange rate plays the major role in analysis. Such a parameter very often determines decisions made by participants of the market. However, analysing the real sphere of economy the ... -
Edukacja nieformalna a potrzeby rynków pracy w państwach członkowskich Unii Europejskiej
(Wydawnictwo Uniwersytetu Łódzkiego, 2003)The aim of the paper is to present the possibilities of improvement of labour market quality by informal education in the developed market economies with special reference to the European Union. The analysis concentrates ... -
Wielofunkcyjny rozwój obszarów wiejskich
(Wydawnictwo Uniwersytetu Łódzkiego, 2003)Polish economy nowadays, subjects to the threefold restructuring: globalisation, transformation process to the market rolls and as a preacession country must adopt to the European Union goals and institutions. The paper ... -
Bezrobocie młodzieży w Polsce (na przykładzie bezrobocia absolwentów powiatu tomaszowskiego)
(Wydawnictwo Uniwersytetu Łódzkiego, 2003)The paper analyses youth unemployment in the Polish labour market and in the Tomaszów poviat particularly. The focus is on unemployment among school-leavers in the Tomaszów poviat between 1995 and 2001. The size, structure ...