Analiza ryzyka rynków finansowych w okresach gwałtownych zmian ekonomicznych
Analysis of risk of financial markets in periods of violent economic changes

Summary/Abstract: The economic crisis that began in 2007 introduced a big changes in global financial markets. In stock quotes, this period is perceived as a long period of decreases in trading. This paper will present the empirical studies on risk analysis of global financial markets with particular emphasis on the Polish market. Markets will be analyzed in the period before the crisis and during the crisis and in the subsequent period of rebound. The studies will use different measures of risk such as variance, Gini’s mean difference and the Value- at-Risk.

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