FindEcon Monograph Series: Advances in Financial Market Analysis, vol 6

Edited by Władysław Milo (), Piotr Wdowiński () and Grzegorz Szafrański ()

in FindEcon Books: Forecasting Financial Markets and Economic Decision-Making from University of Lodz, currently edited by Piotr Wdowiński

Abstract: In this monograph we offer you papers in the theory and practice of quantitative financial analysis from micro- and macroeconomic perspective. The chapters texts are revised versions, often significantly, papers of the 6th annual international conference Forecasting Financial Markets and Economic Decision-Making FindEcon’2007. Starting from 2002 the conference is organized in Łódź, Poland by the Department of Econometrics of the University of Łódź. This monograph is published within the framework of FindEcon Monograph Series on Advances in Financial Market Analysis under the title “Financial Markets: Principles of Modelling, Forecasting, and Decision-Making”. The English version of FindEcon Monograph Series was initiated in 2005.

Keywords: Forecasting and decision-making in financial markets; Financial markets and economic growth; Exchange rates modelling; Pension and mutual funds modelling; Risk modelling (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2008
Edition: 1
ISBN: 978-83-7525-276-7
References: Add references at CitEc
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Downloads: (external link)
https://www.repec.uni.lodz.pl/RePEc/files/findec/2008/2008_No_6_Ch_0.pdf (application/pdf)

Chapters in this book:

Ch 1 Financial Microeconometrics in Corporate Governance Studies , pp 11-17

Marek Gruszczyński

Ch 2 Discounting Process and Perspective Projection , pp 19-31

Jerzy Jakubczyc

Ch 3 Analysis of Profitability of Investment on the Stock Exchange in Case of Market Ratios , pp 33-41

Waldemar Tarczyński and Małgorzata Łuniewska

Ch 4 Determinants of Liquidity of Firms Quoted at Warsaw Stock Exchange , pp 45-53

Władysław Milo and Maciej Wawruszczak

Ch 5 Mutual Relationships between Economic Growth and Financial Market Development , pp 55-70

Iwona Bujnowicz and Wiesław Dębski

Ch 6 Short-Term Combined Forecasts of Zloty/Euro Exchange Rate , pp 73-87

Piotr Wdowiński

Ch 7 Constant Gain Learning as a Solution to the Forward Premium Puzzle in the Presence of Structural Breaks , pp 89-101

Marek Raczko

Ch 8 An Econometric Evaluation of CIP and PPP , pp 103-120

Marcin Gajewski and Jakub Kowalski

Ch 9 New Definition of the Average Rate of Return of a Group of Pension Funds , pp 123-135

Jacek Białek

Ch 10 The Multicriterial Analysis of Mutual Funds Effectiveness in the Period of 2003-2006 with the Use of PROMETHEE and AHP Methods , pp 137-149

Nina Łapińska-Sobczak and Marta Ostapowicz

Ch 11 Non-linearity and Mutual Fund Returns: a TAR Approach , pp 151-160

Anna Zamojska

Ch 12 Modelling the Open Pension Funds: The Case of Poland. Evaluation of Market Strong Efficiency , pp 161-174

Kazimierz Krauze and Anna Krauze

Ch 13 On a Bond Portfolio Guarantying a Minimal Return , pp 177-192

Alina Kondratiuk-Janyska and Marek Kałuszka

Ch 14 Announcement Effects of Dividend Changes , pp 193-204

Barbara Będowska-Sójka

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Persistent link: https://EconPapers.repec.org/RePEc:ann:findeb:book:y:2008:n:06:mon

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