Titlebook: New Trends in Finance and Accounting; Proceedings of the 1 David Procházka Conference proceedings 2017 Springer International Publishing AG

Optometrist

Forecasting Jumps in the Intraday Foreign Exchange Rate Time Series with Hawkes Processes and Logis is modelled through a series of regime-specific dummy variables, while the self-exciting (clustering) behaviour of jumps is modelled with the Hakes process and alternatively with logistic regression. The models are tested on the 15-min-frequency EUR/USD time series with nonparametrically identified

accessory

DEAF

Interest Rate Sensitivity of Non-maturing Bank Products,ic reasons why non-contractual liabilities are expected to be interest rate sensitive, while non-maturing assets are not. Second, we test our hypotheses on time series of dynamics of volumes and client rates of non-maturing products in the Czech Republic in the 1993–2015 period. We conclude that non

incisive

BET

FLIRT

Non-life Insurance Purchases of Polish Households: A Study of Leading Trends,ide an insight into the identification of the leading trends of the purchases of non-life insurance by households in Poland. The study has asked several questions on the contribution of households to the non-life market and on the changes of the products’ structure of their purchases. It was found t

刺耳

Ukrainian Exchange Returns: The Day-of-the-Week Effect,many studied factors. For example, the sample selected and methodology used is very important in results providing. This article tried to contribute also in this line brining evidence for case of Ukrainian Exchange Market. Authors believed that this study can be viewed as a pioneering work in this c

性满足

infinite

Spirometry

Does Strong Employment Support Strong National Currency? An Empirical Analysis for the US Economy, payroll employment and dollar index are cointegrated in the long term. Besides, a 1% increases in non-farm payroll data causes dollar index to increase by 2.14%. Error correction mechanism of the model also operates. This study is evaluated to be useful for the policy makers in both developed and d