Narrow search
Showing 1 - 10 of 3,973
Cover Image
The impact of trading liquidity on the rate of return on emerging markets : the example of Poland and the Baltic countries
Gniadkowska-Szymańska, Agata - In: E-Finanse : finansowy kwartalnik internetowy 13 (2017) 4, pp. 136-148
Each type of investment has its own liquidity, i.e. the speed with which it can be converted into money. This can be seen with respect to various instruments (such as stocks or futures contracts), market segments, or even entire exchanges. The importance of liquidity has been acknowledged for a...
Persistent link: https://www.econbiz.de/10011900049
Cover Image
Ebbs and flows : the determinants of local currency bond market liquidity in Poland
Bartkiewicz, Piotr - In: Macroeconomics and finance in emerging market economies 14 (2021) 2, pp. 200-218
Persistent link: https://www.econbiz.de/10012549304
Cover Image
Dependence and Contagion Between Asset Prices in Poland and Abroad. A Copula Approach
Adam, Michał - 2013
We investigate the dependence structure between Polish and foreign financial assets, including stocks, bonds and foreign exchange. Our interest is in the importance of global factors for asset valuation and on the strength of financial contagion. We work in the copula framework, which offers a...
Persistent link: https://www.econbiz.de/10013071582
Cover Image
The extreme risk problem for monetary policies of the Euro-candidates
Gabrisch, Hubert; Orłowski, Lucjan T. - 2010
We argue that monetary policies in euro-candidate countries should also aim at mitigating excessive instability of the key target and instrument variables of monetary policy during turbulent market periods. Our empirical tests show a significant degree of leptokurtosis, thus prevalence of...
Persistent link: https://www.econbiz.de/10003969864
Cover Image
Analysing currency risk premia in the Czech Republic, Hungary, Poland and Slovakia
Rezessy, András - 2010
The paper estimates currency risk premia for the Czech Republic, Hungary, Poland and Slovakia. Three different … high signal-to-noise ratio in the case of Hungary where the risk premium has been large and exhibited substantial shifts …
Persistent link: https://www.econbiz.de/10008656309
Cover Image
Estimating and Analysing Currency Options Implied Risk-Neutral Density Functions for the Largest New EU Member States
Castren, Olli - 2021
, Czech Republic and Hungary vis-a-vis the euro and the US dollar to estimate the risk-neutral density (RND) functions and the …
Persistent link: https://www.econbiz.de/10013318786
Cover Image
Interdependence between foreign exchange markets and stock markets in selected European countries
Islami, Mevlud - 2008
and nominal exchange rates are used, where Ireland, Portugal, Spain, Greece, Poland, Czech Republic, Slovenia and Hungary … for Poland are identified. Conversely, for Slovenia, Hungary, Ireland and Spain merely short-term links resulted …
Persistent link: https://www.econbiz.de/10003836940
Cover Image
Non-Synchronous Trading and Testing for Market Integration in Central European Emerging Markets
Zalewska, Anna (Ania) - 2007
operating in the Czech Republic, Hungary, and Poland with the stock markets of Germany, UK and US in the period 1994-2004 is …
Persistent link: https://www.econbiz.de/10012732052
Cover Image
EMU-related news and financial markets in the Czech Republic, Hungary, and Poland
Büttner, David; Hayo, Bernd - 2008
We analyse the impact of news on five financial markets in the Czech Republic, Hungary and Poland using a newly … strongest impact on financial markets in Hungary, while political news has the largest influence in both Hungary and Poland …. -- Financial markets ; Czech Republic ; Hungary ; Poland ; political news ; macroeconomic shocks ; European Monetary Union …
Persistent link: https://www.econbiz.de/10003865756
Cover Image
The impact of foreign macroeconomic news on financial markets in the Czech Republic, Hungary, and Poland
Büttner, David; Hayo, Bernd; Neuenkirch, Matthias - 2009
, Hungary, and Poland (CEEC-3) from 1999 to 2006. Using a GARCH model, we examine the impact on daily returns of three … confirms our main results. -- Financial Markets ; Czech Republic ; Hungary ; Poland ; Macroeconomic News ; European Monetary …
Persistent link: https://www.econbiz.de/10003849424