FindEcon Monograph Series: Advances in Financial Market Analysis, vol 9

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: The Volume No. 9 under the title `Advances in Financial Market Analysis: Financial Markets: Principles of Modelling, Forecasting, and Decision-Making' includes ten chapters. They cover topics in International Economics, Financial Economics, Financial Market Analysis, and Econometrics. The quantitative approach and empirical evidence is an important distinction of the monography from other post-conference volumes. Part One is on `International Economics and Financial Markets'. Part Two presents new concepts and methods proposed in financial market analysis. Three chapters of Part Three are devoted to empirical questions of measuring the financial risk. The chapter texts are revised forms of selected papers discussed at the international conference on Forecasting Financial Markets and Economic Decision-Making FindEcon’2009. The Conference is organized annually in Łódź, Poland by Department of Econometrics, University of Łódź since 2002. Starting from 2005 the post-conference monograph is published within the framework of `FindEcon Monograph Series'. All papers were subject to the thorough review process by independent referees. We appreciate their efforts and would like to thank them for the job done. We are grateful to discussants of the FindEcon Conference for their comments as they helped to improve the final drafts of the papers presented during the '2009 edition of the Conference.

Keywords: International economics; Financial market analysis; Financial risk measurement; Quantitative approach (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2011
Edition: 1
ISBN: 978-83-7525-561-4
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https://www.repec.uni.lodz.pl/RePEc/files/findec/2011/2011_No_9_Ch_0.pdf (application/pdf)
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Chapters in this book:

Ch 1 Asset Prices, Asymmetries and Aggregation in the Euro Area , pp 11-33

David Mayes and Matti Viren

Ch 2 Role of Corporate Taxation and Bilateral Tax Treaties in Investments into Estonian Manufacturing Companies? Empirical Evidence , pp 35-49

Svetlana Raudonen

Ch 3 What Drives Chinese Financial Markets? , pp 51-69

Magdalena Osinska and Tomasz Zdanowicz

Ch 4 On The Empirical Importance of the Spectral Risk Measure with Extreme Value Theory Approach , pp 73-86

Marcin Fałdziński

Ch 5 Regression Models of Macroeconomic Indicators with Explanatory Variables Observed at a Higher Frequency , pp 87-99

Virmantas Kvedaras, Alfredas Rackauskas and Danas Zuokas

Ch 6 Relevance of Accounting standards for Stock Markets: Evidence from Poland , pp 101-109

Karol Klimczak

Ch 7 Parameter Estimation for Nonlinear State-Space Models Using Particle Methods Combined with the EM Algorithm , pp 111-123

Katarzyna Brzozowska-Rup and Antoni Leon Dawidowicz

Ch 8 Modelling the Time-Varying Risk Premium by Using the Kalman Filter: the Euro Money Market Case , pp 127-140

Fabio Filipozzi

Ch 9 Comparative Analysis of Polish Equity Open-end Mutual Funds' Portfolios Using Estimators of Risk Measures and Risk-Tolerance Coefficient , pp 141-154

Joanna Olbrys

Ch 10 Asymmetry in Volatility: A Comparison of Developed and Transition Stock Markets , pp 155-173

Piotr Wdowiński and Marta Małecka

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