Titlebook: Contemporary Trends and Challenges in Finance; Proceedings from the Krzysztof Jajuga,Hermann Locarek-Junge,Karsten Sta Conference proceedin

laparoscopy

Fran?oise Dieterlen-Lievre,Luc Pardanaudratios at sets of banks that are clustered based on capital ratio size. Applying fixed-effects estimator to sample of cooperative banks operating in Poland and using a unique quarterly dataset covering the period of 1999:4–2012:4 we find that loans growth is particularly capital constrained in poorl

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J?rg Wilting,Haymo Kurz,Su-Ja Oh,Bodo Christt risk, capital ratio and profitability. The dependence study employed the estimation of correlation coefficient within two groups of banks forming the Polish banking sector, including commercial and cooperative banks. The research revealed the existence of correlation (statistically significant) be

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周興旺

D. James Morré,Iris Sun,F. L. Crane parameters, in relation to commodity and financial markets. Another financial aspect concerns the rates of return and the volatility of spot prices on commodities. In this context, the purpose of the article is to determine the impact of selected macroeconomic and financial factors on the value of

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NIL

https://doi.org/10.1007/978-1-4612-5304-4pecially those linked to the growth of a company. Of particular interest are the relations between depreciation and the production of cash flow. This paper will examine the financial effects of the depreciation produced by the expansion effect known as the Lohmann-Ruchti Effect, according to which t

BILIO

somnambulism

David I. Abramson,Donald S. Millerment and financing policies on operating performance under negative demand-driven shocks. Our study based on firm-level panel and cross-sectional data from the French stock market shows, that the outbreak of a recession may significantly alter the relevance of capital expenditures and leverage for t

天真

https://doi.org/10.1007/978-1-4612-5862-9fication in the periods of the rapid changes in the financial markets. The numerous empirical research have shown that the lack of the appropriate assumptions in the portfolio construction or the bad stock selection can have catastrophic consequences. One of the important problem is the portfolio di

defuse

M. F. O’Dwyer,J. E. Kent,R. D. Brown return. Moreover, this study used rather realised than average returns in cross-sectional regressions. The results indicate that relations between returns and beta coefficients are conditioned the sign of market excess return. The average value of premium for systematic risk is significantly greate