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Author
Syczewska Ewa M.
Title
Modelowanie kursów walutowych
The Foreign Exchange Rate Modeling
Source
Roczniki Kolegium Analiz Ekonomicznych / Szkoła Główna Handlowa, 2000, z. 8, s. 157-168, bibliogr. 21 poz.
Keyword
Rynki finansowe, Teoria kursu walutowego, Kształtowanie kursu walutowego, Rynek kapitałowy
Financial markets, Exchange rate theory, Exchange rate developments, Capital market
Abstract
Opracowanie zawiera przegląd wybranych metod modelowania kursów walutowych i zmian, jakim podlegały te metody. Rozważania są związane z ogólniejszą problematyką rynków finansowych i kapitałowych oraz sposobem tworzenia oczekiwań przez uczestników rynku

The paper consists of the review on selected methods of the foreign exchange rate modeling and changes in these methods. Considerations are related to the more general subject of financial and capital market as well as the way of creating expectations by market participants. (AŁ)
Accessibility
The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
The Main Library of the Wroclaw University of Economics
Bibliography
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  2. Billingsley Patrick, (1987) Prawdopodobieństwo i miara, PWN, Warszawa.
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  5. Chrabonszczewska Elżbieta, Krzysztof Kalicki, (1996) Teoria i polityka kursu walutowego, Szkoła Główna Handlowa, Warszawa.
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  10. Gavridis Michael, (1998) "Modelling with High Frequency Data; A Growing Interest for Financial Economistst and Fund Managers", rozdział 1 w: Dunis (1998), str. 1-21.
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  15. Meese R.A. i K. Rogoff, (1983a) "Empirical Exchange Rate Models of the Seventies", Journal of International Economics, 14, str.3-24.
  16. Meese R.A. i K. Rogoff, (1983b) "The Out-of-sample Failure of Empirical Exchange Rate Models", w: J. Frenkel, red., Exchange rates and International Macroeconomics, University of Chicago Press, Chicago.
  17. Moody John, Lizhong Wu, (1998) "High Frequency Foreign Exchange Rates: Price Behavior Analysis and True Price' Models", rozdział 2 w: Dunis (1998).
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  19. Peters Edgar E., (1989) "Fractal structure in the Capital Markets", Financial Analyst Journal, lipiec/sierpień , str. 32-37.
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Cited by
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ISSN
1232-4671
Language
pol
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