"Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu nr 482. Wrocław Conference in Finance: Contemporary Trends and Challenges"
Identyfikator Librowy: 203261
Spis treści
Preface 8
Monika Banaszewska: Sustainability of fiscal policy in Polish voivodeships 10
Bożena Ciupek, Jan Kaczmarzyk: Forecasting fixed assets and their depreciation in conditions of volatile demand for production capabilities 18
Ewa Dziwok: Chosen measures for pricing liquidity 30
Agata Gluzicka: Grouped risk parity portfolios for stocks from the WSE 37
Małgorzata Iwanicz-Drozdowska, Paweł Smaga: Development of financial systems in 1995-2014 – a factor analysis 48
Jarosław Janecki: Fiscal Council – international solutions and case of Poland 62
Karolina Zofia Kapuścińska: The method of documenting risk management in a selected public higher education institution of the Lódź Region 73
Marta Karaś: Financial system stability vs social policy 86
Paweł Kliber: Determinants of the spread between POLONIA rate and the reference rate – dynamic model averaging approach 108
Darko Lazarov, Tanja Lakovic, Emilija Miteva-Kacarski: Does financial information transparency and objectivity matter for stock market development? A panel regression analysis for the selected European countries 122
Wojciech Lewicki, Bogusław Stankiewicz: New categories of spare parts and their impact on the increase of insurance crime in automobile insurance 131
Beata Lubińska: Balance sheet shaping through a decision model and funds transfer pricing 141
Blanka Łęt: Linkages of natural gas and oil futures prices on the American and European derivatives market 159
Radka MacGregor Pelikánová, Petra Jánošíková: The recent dynamics of the disintegrated real estate transfer tax in the EU 170
Ewa Majerowska: Should we rely on forecasts of prices or returns? The short term approach 188
Małgorzata Olszak, Iwona Kowalska: Macro- and microprudential regulations and their effects on procyclicality of solvency and liquidity risk 202
Marcin Pawlak: Monte Carlo valuation of the option to expand with application in multi-storey car parking 217
Aleksandra Rutkowska: The influence of investor sentiment on sector indices – the INI index analysis 228
Andrzej Sopoćko: Growing labor productivity and securitization – the two surprising factors of income inequality 241
Michał Stachura: On improved estimation of the extreme value index with the use of a shifted Hill’s estimator 253
Jerzy Węcławski, Helmut Pernsteiner: Factors of influence on relationship banking of Polish firms 262
Bogdan Włodarczyk, Alberto Burchi: The rationalization for bank branches: Italy vs Poland 273
Agnieszka Wójcik-Mazur: The effect of structural liquidity on performance in Polish commercial banks (measured with margin level) in 2009-2016 296