Polish Abstract: Siódmy zeszyt czasopisma Ekonometria zawiera 27 artykułów. Ich tematyka jest różnorodna. W większości opracowań dominują problemy metodyczne, jednak ze wskazaniem możliwości aplikacji. Najważniejsze obszary zastosowań przedstawianych metod to finanse oraz analiza...

Polish Abstract: Przegląd zawiera próbę przedstawienia w jednym opracowaniu trzech aspektów modelowania procesów produkcyjnych wykorzystania tego opisu. Przegląd składa się z trzech części. Pierwsza poświęcona metodyce przepływów międzygałęziowych. Druga część dotyczy...

Chapter 1. The relationship between ethnic diversity and stock market development: A global perspective -- Chapter 2. Does Withholding Tax Reduce International Income-Shifting by FDI? -- Chapter 3. The relationship between trading volume and returns volatility on Warsaw Stock Exchange -- Chapter...

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...

In this paper we present description of a computer program package which is employed for the teaching of econometrics. The package has a modular structure. One module performs the econometric and statistical analysis of a given socio-economic process represented by one variable. Another module...

This book contains a selection of the contributions presented at the conference. The articles reflect the extent, diversity and richness of research areas in the field, both fundamental and applied finance. The target audience of these proceedings includes researchers at universities and...

PART I: Banking -- The Role of a Reference Yield Fitting Technique in the Fund Transfer Pricing Mechanism -- Towards a Generalized Measure of Systemic Risk: Systemic Turbulence Measure -- Determinants of Loans Growth in Cooperative Banks in Poland: Does Capital Ratio Matter? -- Analysis of...

This volume features a selection of contributions presented at the 2019 Wroclaw Conference in Finance, covering a wide range of topics in finance and financial economics, e.g. financial markets; monetary policy; corporate, personal and public finance; and risk management and insurance. Reflecting...