Dynamika powiązań i mechanizmy transmisji zmienności między polskim rynkiem akcji a wybranymi rynkami akcji na świecie
Dynamics Connectedness and Mechanisms of Volatility Transmission Between the Polish Stock Market and Selected Stock Markets in the World

Author(s): Szczepan Urjasz
Subject(s): Economy, Business Economy / Management, Public Finances
Published by: Wydawnictwa Uniwersytetu Warszawskiego
Keywords: stock market; capital market; measurement methods; transmission indexes; financial risk; globalization processes
Summary/Abstract: The monograph is a summary of the author's several years of research on the dynamics of linkages and volatility transmission mechanisms between the Polish stock market and selected stock markets around the world. It constitutes a valuable scientific position and a teaching aid for lecturers and students of economic faculties (such as banking and management, economics, finance and accounting, computer science and econometrics, management). It may also be of interest to financial market practitioners or individual investors who wish to better understand the interconnectedness of markets.

• Details
• Contents