Article 2018
Authors / editors: Anna Feruś
Published in: Finanse, Rynki Finansowe, Ubezpieczenia
Purpose – The subject of the present article is new strategie of credit allowance by a bank Pekao SA, related credit risk and interest repay by equal capital instalments have been presented.
Design/methodology/approach – In the course of empirical research, a number of new capit…
DOI: 10.18276/frfu.2018.92-35 · ISSN: 2450-7741
Article 2018
Authors / editors: Arkadiusz Orzechowski
Published in: Finanse, Rynki Finansowe, Ubezpieczenia
Purpose – analysis of the sensitivity of the valuation of the near - to - maturity European options (performed via the Fourier transform) on the parameter alpha and other risk factors.
Design/methodology/approach – research is based on the analysis of the sensitivity of the dif…
DOI: 10.18276/frfu.2018.91-39 · ISSN: 2450-7741
Article 2017
Authors / editors: Bogdan Włodarczyk
Published in: Studia i Prace WNEiZ US
The article analyses the meaning of the asymmetry and long memory effects in modelling and forecasting the conditioned volatility and the market risk on the commodity market on the examples of gold and silver. A wide range of linear and non-linear models of the GARCH type were us…
DOI: 10.18276/sip.2017.50/1-17 · ISSN: 2450-7733
Article 2016
Authors / editors: Kamila Bednarz-Okrzyńska
Published in: Studia i Prace WNEiZ US
The paper analyses the value of standard semi deviation and the value of asymmetry coefficient of rates of return on the WIG20 companies and selected stock market indices in the years 2010–2013. In place of the standard semi deviation variable was introduced, which is a measure o…
DOI: 10.18276/sip.2016.45/1-14 · ISSN: 2450-7733
Article 2016
Authors / editors: Adam P. Balcerzak, Marcin Fałdziński, Michał Bernard Pietrzak, Tomas Meluzin, Marek Zinecker
Published in: Studia i Prace WNEiZ US
Increasing globalization contributes to the growth of the interdependencies between capital markets. Therefore, the identification of the linkages between capital markets and the analysis of changes in the strength of these relationships over time, can be the source of an importa…
DOI: 10.18276/sip.2016.45/1-01 · ISSN: 2450-7733
Article 2016
Authors / editors: Tadeusz Dyr, Przemysław Misiurski
Published in: Problemy Transportu i Logistyki
The paper presents a method of forecasting of maintenance costs of a bus fleet in terms of technical efficiency, using econometric modeling.The performed tests and analysis confirmed the correctness of the constructed model.The determined correlation can be basis for creating str…
DOI: 10.18276/ptl.2016.35-02 · ISSN: 1644-275X