Downside risk and profitability ratios: The case of the New York Stock Exchange
A Rutkowska-Ziarko - The North American Journal of Economics and …, 2023 - Elsevier
This article analyses the relationship between the volatility and sensitivity measures
determined based on accounting profitability ratios and those calculated based on rates of …
determined based on accounting profitability ratios and those calculated based on rates of …
The essence of relationships between the crude oil market and foreign currencies market based on a study of key currencies
Structural changes occurring in the crude oil market have stimulated the emergence of
hypotheses suggesting that the relationship between prices of this raw material and the US …
hypotheses suggesting that the relationship between prices of this raw material and the US …
Risk in supply chain management
Purpose: The research problem handled in this article entails the determination of the
relationship between the risk and the possibility of emergence of specific interference and …
relationship between the risk and the possibility of emergence of specific interference and …
[HTML][HTML] Conditional CAPM relationships in standard and accounting risk approaches
A Rutkowska–Ziarko, L Markowski… - The North American …, 2024 - Elsevier
The main aim of the work is to test new and non-standard versions of CAPM, based on
accounting information and downside risk measures. Two innovative conditional CAPM …
accounting information and downside risk measures. Two innovative conditional CAPM …
[PDF][PDF] Applying block bootstrap methods in silver prices forecasting
Ł Sroka - Econometrics, 2022 - sciendo.com
This article focuses on the presentation of the forecasting possibilities of bootstrap methods
used to predict prices based on time series. The aim of the paper was to examine the quality …
used to predict prices based on time series. The aim of the paper was to examine the quality …
Analysis of Trade Trends in Global Non-Precious Metal Markets
Анотація International trade occupies one of the key places in the system of economic
relations, the development of various sectors of the economy and society. This is achieved …
relations, the development of various sectors of the economy and society. This is achieved …
Wykorzystanie metod block bootstrap w prognozowaniu cen srebra
Ł Sroka - Ekonometria, 2022 - ceeol.com
This article focuses on the presentation of the forecasting possibilities of bootstrap methods
used to predict prices based on time series. The aim of the paper was to examine the quality …
used to predict prices based on time series. The aim of the paper was to examine the quality …