Spo³eczna odpowiedzialnosc a wartosc przedsiebiorstw na rynku kapitalowym

Karolina Ludzinska
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Karolina Ludzinska: Instytutu Zarzadzania Wartoscia w Kolegium Nauk o Przedsidebiorstwie Szkoly G³ownej Handlowej w Warszawie

Problemy Zarzadzania, 2017, vol. 15, issue 66, 207-220

Abstract: The aim of the study is to verify the turbulence in the negotiable financial instruments market in Poland, by evaluating the composite stress index, which includes indicators concerning the stock market (volatility, liquidity, CMAX based on stock index WIG), the bond market (volatility of 10-year Treasury bonds, their liquidity, the sovereign spread and the yield curve spread) and the derivatives market (the change in the number of open positions and volume in the futures and options market). The analysis of index values for the years 2007–2015 confirms the robustness of the stress index (FIMSI) in the diagnosis of stresses in the market (when the index value exceeds the long-term trend by more than 1 standard deviation).

Keywords: Corporate Social Responsibility; CSR; enterprise value; RESPECT Index; capital market (search for similar items in EconPapers)
JEL-codes: G19 M14 M21 (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:sgm:pzwzuw:v:15:i:66:y:2017:p:207-220

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