FindEcon Monograph Series: Advances in Financial Market Analysis, vol 10

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: Economists and policymakers are inherently interested in the process of modeling and forecasting financial markets and economic decision-making. The issues of financial market stability and its secure functioning are of great interest in both academic journals and in the popular press magazines. The process of financial globalization and integration of financial markets affects the economic growth in the world. In this book we offer a forum for economists and policymakers to examine the theoretical and empirical issues on the general and specific financial and macroeconomic topics. The topics cover the area of forecasting financial markets and economic decision-making. The research in this volume gives a diversity of topics. It extends the framework of micro- and macroeconomic problems of financial markets functioning, evolution and prospects of growth in short- and long-term horizons. The topics include very important issues of new architecture of European financial regulatory and supervision framework, the contribution of financial markets performance to economic growth, the behavior and the potential of emerging financial markets, and the risk-return trade-off. This volume was preceded by the international conference Forecasting Financial Markets and Economic Decision-Making (FindEcon 2010) organized by the Department of Econometrics, University of Łódź, Poland. The scientific record of the papers was assured by the Programme Committee members, the conference discussants and referees. We would like to thank them for their support. We are grateful to all contributors to this book for making it a selection of insightful studies on financial markets.

Keywords: Financial markets functioning; Evolution and prospects of growth in short- and long-term horizons; European financial regulatory; Emerging financial markets (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2012
Edition: 1
ISBN: 978-83-7525-677-2
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https://www.repec.uni.lodz.pl/RePEc/files/findec/2012/2012_No_10_Ch_0.pdf (application/pdf)
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Chapters in this book:

Ch 1 The New Architecture of European Financial Regulatory and Supervision Framework , pp 11-18

Stanisław Kluza

Ch 2 Investor Protection and Disclosure. Quantitative Evidence , pp 19-36

Marek Gruszczyński

Ch 3 Divergent Patterns of Value Relevance , pp 37-57

Karol Klimczak and Grzegorz Szafrański

Ch 4 Disaggregated Foreign Trade, Exchange Rate and Growth in Poland: Simulation and Optimal Control , pp 59-85

Piotr Wdowiński

Ch 5 Using Linear Filters for Detecting Cycles in Survey Data , pp 87-106

Zuzanna Wośko

Ch 6 Multifactor Mutual Fund Performance Evaluation Based on the Panel Data Estimation , pp 107-119

Joanna Olbrys

Ch 7 Jumps in Stock Returns. Evidence from the Polish Stock Exchange , pp 121-135

Barbara Będowska-Sójka

Ch 8 High Frequency Data Aggregation in Value-at-Risk Models: Is Daily Data Enough? , pp 137-149

Milda Pranckevičiūtė

Ch 9 Estimating Value-at-Risk for Energy Markets , pp 151-165

Blanka Łęt

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Persistent link: https://EconPapers.repec.org/RePEc:ann:findeb:book:y:2012:n:10:mon

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