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Contemporary Trends and Challenges in Finance

Proceedings from the 2nd Wroclaw International Conference in Finance

  • Conference proceedings
  • © 2017

Overview

Editors:
  1. Krzysztof Jajuga

    1. Finance Management Institute, Wrocław University of Economics, Wrocław, Poland

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  2. Lucjan T. Orlowski

    1. John F. Welch College of Business, Sacred Heart University, Fairfield, USA

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  3. Karsten Staehr

    1. Department of Economics and Finance, Tallinn University of Technology, Tallinn, Estonia

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Part of the book series: Springer Proceedings in Business and Economics (SPBE)

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Table of contents (28 papers)

  1. Front Matter

    Pages i-xiii
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  2. Econometrics of Financial Markets

    1. Front Matter

      Pages 1-1
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    2. Chosen Measures for Pricing of Liquidity

      • Ewa Dziwok
      Pages 3-9

    3. Not as Black as Is Painted? Influence of sCDS Market on Domestic Financial Markets Before and After the Ban on Naked sCDS Trade

      • Agata Kliber
      Pages 11-23

    4. Determinants of the Spread Between POLONIA Rate and the Reference Rate: Dynamic Model Averaging Approach

      • Paweł Kliber
      Pages 25-33

    5. World Natural Gas Markets: Characteristics, Basic Properties and Linkages of Natural Gas Prices

      • Blanka Łęt
      Pages 35-43

    6. Are Major Currencies Hedges or Safe Havens for Polish Stocks and Bonds?

      • Paweł Miłobędzki
      Pages 45-55

    7. Copper Price Discovery on COMEX, 2006–2015

      • Marta Chylińska, Paweł Miłobędzki
      Pages 57-67

    8. A Copula Approach to Backward-Looking Factors in Market Based Inflation Expectations

      • Piotr Płuciennik, Magdalena Szyszko
      Pages 69-77

  4. Macrofinance

    1. Front Matter

      Pages 123-123
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    2. Development of Financial Systems in 1995–2014: A Factor Analysis

      • Małgorzata Iwanicz-Drozdowska, Paweł Smaga
      Pages 125-134

    3. Measuring Systemic Risk with CoVaR Using a Stock Market Data Based Approach

      • Marta Karaś, Witold Szczepaniak
      Pages 135-143

    4. The Quality of Financial Information and Stock Market Development: A Panel Data Study for the European Economies

      • Darko Lazarov, Tanja Lakovic, Emilija Miteva Kacarski
      Pages 145-153

    5. Impacts of Urban Environmental Attributes on Residential Housing Prices in Warsaw (Poland): Spatial Hedonic Analysis of City Districts

      • Magdalena Ligus, Piotr Peternek
      Pages 155-164

    6. Macro- and Microprudential Regulations and Their Effects on Procyclicality of Solvency and Liquidity Risk

      • Małgorzata Olszak, Iwona Kowalska
      Pages 165-180
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Keywords

About this book

This book contains a selection of the contributions presented at the conference. The articles reflect the extent, diversity and richness of research areas in the field, both fundamental and applied finance. The target audience of these proceedings includes researchers at universities and research and policy institutions, graduate students and practitioners in economics, finance and international economics in private or government institutions.

Editors and Affiliations

  • Finance Management Institute, Wrocław University of Economics, Wrocław, Poland

    Krzysztof Jajuga

  • John F. Welch College of Business, Sacred Heart University, Fairfield, USA

    Lucjan T. Orlowski

  • Department of Economics and Finance, Tallinn University of Technology, Tallinn, Estonia

    Karsten Staehr

About the editors

Krzysztof Jajuga is a professor of finance at Wrocław University of Economics, Poland. He  holds master, doctoral and habilitation degree from Wrocław University of Economics, Poland, titular professor given by President of Poland, honorary doctorate from Cracow University of Economics and honorary professorship from Warsaw University of Technology. He carries out research within the area of financial markets, risk management, household finance and multivariate statistics. He published numerous papers and monographs in the area of finance and quantitative methods in economic sciences. He is editor in chief of Argumenta Oeconomica as well as sits on the scientific board of several other scientific journals.

Lucjan T. Orlowski is professor of economics and finance at Sacred Heart University in Fairfield, Connecticut. He also serves as Director of the Doctor of Business Administration (DBA) in Finance Program. He was a visiting professor at New York University, University of Bonn, University of Rome III, Shanghai University of Finance and Economics, University of Warsaw and others. He served as an advisor to Poland’s Minister of Finance and the National Bank of Poland. His research interests include monetary economics and stability of financial markets and institutions.  He has published over 80 papers, completed work on 3 books and written chapters for 12 edited volumes.  He serves on editorial boards of 8 scientific journals.  He has been awarded Doctor Honoris Causa by Wrocław University of Economics.



Karsten Staehr is a professor of international and public finance at the Department of Economics and Finance at Tallinn University of Technology, Estonia, and a part-time research supervisor at Eesti Pank, the central bank of Estonia. He holds a master’s degree from the Massachusetts Institute of Technology and master’s and Ph.D. degrees from the University of Copenhagen. He carriesout research and policy analysis within international finance, monetary economics, public economics, European integration and comparative economics. Karsten Staehr has published in numerous journals, including European Economic Review, Journal of Common Market Studies, Journal of Comparative Economics, Review of International Economics and Economics Letters. He is an associate editor of the Baltic Journal of Economics and is on the editorial board of several other journals. 

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