Beata Szetela
Biographic Data
| ID | 6883238 |
|---|---|
| NAME | Beata Szetela |
| GIVEN NAMES | Beata |
| FAMILY NAME | Szetela |
| SIGNATURE | SZETELA B |
| AFFILIATIONS | Rzeszów University of Technology |
| ORCID | 0000-0002-7421-2378 |
| VERIFIED | Yes |
| TOTAL WORKS | 6 |
| TOTAL CITATIONS | 2 |
| WORKS AS AUTHOR | 6 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2016 |
| LATEST PUBLICATION YEAR | 2019 |
| H-INDEX | 1 |
Modelling European sovereign default probabilities with copulas
The goal of this article is to investigate a dependence among sovereign countries’ risk of default. The analysis was based on data for 42 European countries during the period 1994–2013. Three models were used to calculate default probabilities: Li’s based on transition matrix and prudent unconditional and conditional on previous defaults estimation technique for low default portfolios. The relationship was analysed through the use of different ty…
Trade and economic integration dominants in North America countries’ interaction
Under the conditions of deepening economic globalization and changes in regional integration unions functioning, formation and support of mutually beneficial and effective cooperation between countries is an important issue. Despite geographic proximity, cultural similarities and high efficiency of economic interactions, current state of the US-Canada trade cooperation worsens due to the ambitions of the USA as a global economic leader, alongside…
Evaluation of the effectiveness of investment fund deposits in Poland in a time of crisis
The present publication constitutes an attempt at evaluation of the effectiveness of investment fund deposits at Polish market in the years 2000-2015. In the paper, a distinction is made between two subperiods, namely, the years before the economic crisis, meaning 2000-2006, and the years of the socalled crisis, meaning 2007-2015. This approach had the goal mainly of evaluating the effectiveness of investment fund deposits in the years of economi…
In search of insolvency among European countries
The global financial crisis has proven to be one of the worst and most-demanding events ever. According to common understanding, it is highly unlikely for a country to go bankrupt. However, we have seen a number of countries on the verge of bankruptcy, as well as many which have officially gone bankrupt. It is probable that many more will do so in the future. This knowledge has led us to the question: how probable is it that a sovereign might suf…
Influence of double seasonality on economic forecasts on the example of energy demand
Th e article deals with the issues of forecasting one of the most important elements of modern economies, which is electricity. Th e size of its production must be properly predicted and it should be technically possible and profi table from the economic point of view. Th e most frequently used forecasting models in literature are ARIMA and exponential smoothing. However, these models have a major disadvantage as they do not allow forecasting the…
Qualifications of managers vs. effectiveness of investment funds in Poland
Purpose -The main objective of this paper is to assess the impact of qualifications of the management staff on the effectiveness of open investment funds. Design / methodology / approach -In the research the models derived from capital asset pricing model (CAPM) group, namely Henriksson-Merton model and Treynor-Mazuy have been applied. Findings -Investment funds operating in the Polish market divided into four groups of funds have been subject to…
Evaluation of the effectiveness of investment fund deposits in Poland in a time of crisis
The present publication constitutes an attempt at evaluation of the effectiveness of investment fund deposits at Polish market in the years 2000-2015. In the paper, a distinction is made between two subperiods, namely, the years before the economic crisis, meaning 2000-2006, and the years of the socalled crisis, meaning 2007-2015. This approach had the goal mainly of evaluating the effectiveness of investment fund deposits in the years of economi…
Qualifications of managers vs. effectiveness of investment funds in Poland
Purpose -The main objective of this paper is to assess the impact of qualifications of the management staff on the effectiveness of open investment funds. Design / methodology / approach -In the research the models derived from capital asset pricing model (CAPM) group, namely Henriksson-Merton model and Treynor-Mazuy have been applied. Findings -Investment funds operating in the Polish market divided into four groups of funds have been subject to…
In search of insolvency among European countries
The global financial crisis has proven to be one of the worst and most-demanding events ever. According to common understanding, it is highly unlikely for a country to go bankrupt. However, we have seen a number of countries on the verge of bankruptcy, as well as many which have officially gone bankrupt. It is probable that many more will do so in the future. This knowledge has led us to the question: how probable is it that a sovereign might suf…
Influence of double seasonality on economic forecasts on the example of energy demand
Th e article deals with the issues of forecasting one of the most important elements of modern economies, which is electricity. Th e size of its production must be properly predicted and it should be technically possible and profi table from the economic point of view. Th e most frequently used forecasting models in literature are ARIMA and exponential smoothing. However, these models have a major disadvantage as they do not allow forecasting the…
Qualifications of managers vs. effectiveness of investment funds in Poland
Purpose -The main objective of this paper is to assess the impact of qualifications of the management staff on the effectiveness of open investment funds. Design / methodology / approach -In the research the models derived from capital asset pricing model (CAPM) group, namely Henriksson-Merton model and Treynor-Mazuy have been applied. Findings -Investment funds operating in the Polish market divided into four groups of funds have been subject to…
Evaluation of the effectiveness of investment fund deposits in Poland in a time of crisis
The present publication constitutes an attempt at evaluation of the effectiveness of investment fund deposits at Polish market in the years 2000-2015. In the paper, a distinction is made between two subperiods, namely, the years before the economic crisis, meaning 2000-2006, and the years of the socalled crisis, meaning 2007-2015. This approach had the goal mainly of evaluating the effectiveness of investment fund deposits in the years of economi…
Modelling European sovereign default probabilities with copulas
The goal of this article is to investigate a dependence among sovereign countries’ risk of default. The analysis was based on data for 42 European countries during the period 1994–2013. Three models were used to calculate default probabilities: Li’s based on transition matrix and prudent unconditional and conditional on previous defaults estimation technique for low default portfolios. The relationship was analysed through the use of different ty…
Trade and economic integration dominants in North America countries’ interaction
Under the conditions of deepening economic globalization and changes in regional integration unions functioning, formation and support of mutually beneficial and effective cooperation between countries is an important issue. Despite geographic proximity, cultural similarities and high efficiency of economic interactions, current state of the US-Canada trade cooperation worsens due to the ambitions of the USA as a global economic leader, alongside…
Economics (6 works) · Political science (4 works) · Business (3 works) · Econometrics (3 works) · Finance (3 works) · Global Financial Crisis and Policies (3 works) · Credit Risk and Financial Regulations (2 works) · Financial crisis (2 works) · Investment (military (2 works) · Macroeconomics (2 works)