Contemporary trends and challenges in finance : proceedings from the 2nd Wroclaw International Conference in Finance
著者
書誌事項
Contemporary trends and challenges in finance : proceedings from the 2nd Wroclaw International Conference in Finance
(Springer proceedings in business and economics)
Springer, c2017
大学図書館所蔵 全2件
  青森
  岩手
  宮城
  秋田
  山形
  福島
  茨城
  栃木
  群馬
  埼玉
  千葉
  東京
  神奈川
  新潟
  富山
  石川
  福井
  山梨
  長野
  岐阜
  静岡
  愛知
  三重
  滋賀
  京都
  大阪
  兵庫
  奈良
  和歌山
  鳥取
  島根
  岡山
  広島
  山口
  徳島
  香川
  愛媛
  高知
  福岡
  佐賀
  長崎
  熊本
  大分
  宮崎
  鹿児島
  沖縄
  韓国
  中国
  タイ
  イギリス
  ドイツ
  スイス
  フランス
  ベルギー
  オランダ
  スウェーデン
  ノルウェー
  アメリカ
注記
Includes bibliographical references
内容説明・目次
内容説明
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 research and policy institutions, graduate students and practitioners in economics, finance and international economics in private or government institutions.
目次
Part I. Econometrics of Financial Markets.- 1. Chosen Measures for Pricing of Liquidity.- 2. Not as Black as Is Painted? Influence of sCDS Market on Domestic Financial Market's before and after the Ban on Naked sCDS Trade.- 3. Determinants of the Spread between POLONIA Rate and the Refer-ence Rate - Dynamic Model Averaging Approach.- 4. World Natural Gas Markets: Characteristics, Basic Properties and Linkages of Natural Gas Prices.- 5. Are Major Currencies Hedges or Safe Havens for Polish Stocks and Bonds?.- 6. Copper Price Discovery on COMEX, 2006-2015.- 7. A Copula Approach to Backward-Looking Factors in Market Based Inflation Expectations.- Part II: Stock Market Investments.- 8. Risk Parity Portfolios for the Grouped Stocks.- 9. Order Imbalance Indicators in Asset Pricing: Evidence from the Warsaw Stock Exchange.- 10. Interaction Between Market Depth and Market Tightness on the Warsaw Stock Exchange: A Preliminary Study.- 11. Investment Opportunities in the WSE: Bull versus Bear Markets.- Part III: Macrofinance.- 12. Development of Financial Systems in 1995-2014 - A Factor Analysis.- 13. Measuring Systemic Risk with CoVaR Using a Stock Market Data Based Approach.- 14. The Quality of Financial Information and Stock Market Develop-ment: A Panel Data Study for the European Economies.- 15. Impacts of Urban Environmental Attributes on Residential Hous-ing Prices in Warsaw (Poland) - Spatial Hedonic Analysis of City Dis-tricts.- 16. Macro- and Microprudential Regulations and their Effects on Pro-cyclicality of Solvency and Liquidity Risk.- Part IV: Banks and other Financial Institutions.- 17. Balance Sheet Shaping through Decision Model and the Role of the Funds Transfer Pricing Process.- 18. Testing VaR under Basel III with Application to No Failure Setting.- 19. Factors of Influence on Relationship Banking of Polish Firms.- 20. Bootstrap Mean Squared Error of Prediction in Loss Reserving.- 21. Mixture Cure Models in Prediction of Time to Default: Comparison with Logit and Cox models.- Part V: Public Finance.- 22. A New Business Model in Health Care Between Public and Pri-vate: Low Cost High Value Healthcare.- 23. The Heterogeneous Diversity of the Real Estate Transfer Tax in the EU.- 24. Impact of Financial Policies of Local Authorities on Entrepreneur-ship: Comprehensiveness of Policy Matters.- Part VI: Corporate Finance.- 25. Are Capital Structure Determinants Different Depending on Firm Size and Debt Maturity? Evidence form European Panel Data.- 26. Value Creation in a Firm through Coopetition. Real Options Games Approach.- Part VII: Household Finance.- 27. Does a Household's Wealth Determine the Risk Profile of Its Fi-nancial Asset Portfolio?.- 28. Supporting Family To Their Utmost -People's Over the Age of 50 Attitudes to Borrowing.
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