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Determinanty zmian współzależności wybranych giełd papierów wartościowych. Analiza relacji GPW w Warszawie z giełdami na świecie

dc.contributor.authorCzapkiewicz, Anna
dc.date.accessioned2021-05-19T12:59:00Z
dc.date.available2021-05-19T12:59:00Z
dc.date.issued2018
dc.identifier.citationCzapkiewicz A., Determinanty zmian współzależności wybranych giełd papierów wartościowych. Analiza relacji GPW w Warszawie z giełdami na świecie, WUŁ, Łódź 2018, https://doi.org/10.18778/8142-356-4pl_PL
dc.identifier.isbn978-83-8142-356-4
dc.identifier.urihttp://hdl.handle.net/11089/35530
dc.description.abstractW publikacji zaprezentowano modelowanie powiązań między indeksami wybranych giełd papierów wartościowych. Omawiane zagadnienia można zaklasyfikować do kilku wątków tematycznych. Pierwszy obejmuje pogrupowanie giełd na świecie pod względem ich podobieństwa w relacjach z innymi giełdami w celu wskazania miejsca Giełdy Papierów Wartościowych w Warszawie na tle innych giełd tego typu. Drugi ukazuje potencjalne determinanty zmian poziomu współzależności wybranych giełd. Natomiast trzeci wątek badań koncentruje się na teoretycznych własnościach zastosowanych narzędzi statystycznych. Zagadnienie dotyczące roli wskaźników finansowych oraz makroekonomicznych w dynamice struktury powiązań warszawskiej Giełdy Papierów Wartościowych z innymi giełdami na świecie było rzadko poruszane w literaturze przedmiotu, więc celem tej monografii jest próba częściowego wypełnienia tej luki.pl_PL
dc.language.isoplpl_PL
dc.publisherWydawnictwo Uniwersytetu Łódzkiegopl_PL
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Międzynarodowe*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectrynek finansowypl_PL
dc.subjectszeregi czasowepl_PL
dc.subjectmodele wielowymiarowepl_PL
dc.subjectgiełda papierów wartościowychpl_PL
dc.subjectstopa procentowapl_PL
dc.subjectindeksy giełdowepl_PL
dc.titleDeterminanty zmian współzależności wybranych giełd papierów wartościowych. Analiza relacji GPW w Warszawie z giełdami na świeciepl_PL
dc.typeBookpl_PL
dc.page.number224pl_PL
dc.contributor.authorAffiliationAkademia Górniczo-Hutnicza im. Stanisława Staszica, Wydział Zarządzania, Samodzielna Pracownia Zastosowań Matematyki w Ekonomiipl_PL
dc.identifier.eisbn978-83-8142-357-1
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dc.identifier.doi10.18778/8142-356-4


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