Analiza wybranych efektów sezonowości stóp zwrotu na przykładzie ceny złota w okresie 02.01.1990-31.01.2013

• Autorzy: Krzysztof Borowski
• Języki publikacji: PL

Abstrakty

W pracy przedstawione zostały badania dotyczące występowania wybranych efektów sezonowości w przypadku ceny złota. Badania przeprowadzone zostały dla ceny złoty na LME w okresie od 02.01.1990 1999 do 31.01.2013 r. - tj. na bazie 5973 obserwacji. Uzyskane wyniki jednoznacznie wskazują na występowanie wybranych efektów sezonowości w przypadku tego surowca. Niektóre z uzyskanych wyników potwierdzają wyniki innych autorów dla badań przeprowadzonych dla innych par walutowych.(abstrakt oryginalny)

Słowa kluczowe

PL

Rynek złota; Cena produktu; Stopa zwrotu

EN

Gold market; Product price; Rate of return

• Czasopismo: Studia i Prace Kolegium Zarządzania i Finansów / Szkoła Główna Handlowa
• Rocznik: 2013
• Numer: z. 132
• Strony: 9--30

Twórcy

autor

Krzysztof Borowski

• Szkoła Główna Handlowa w Warszawie

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