Jacek Brożyna
Biographic Data
| ID | 6883867 |
|---|---|
| NAME | Jacek Brożyna |
| GIVEN NAMES | Jacek |
| FAMILY NAME | Brożyna |
| SIGNATURE | BROŻYNA J |
| AFFILIATIONS | Rzeszów University of Technology |
| ORCID | 0000-0001-5632-7262 |
| VERIFIED | Yes |
| TOTAL WORKS | 5 |
| TOTAL CITATIONS | 1 |
| WORKS AS AUTHOR | 5 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2015 |
| 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…
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…
Compatibility of market risk measures
An important element of everyday financial decisions is to assess the scale of the risk of investing in various financial products. Knowledge on the degree of risk of the activities undertaken in this field allows a certain predictability about the negative effects that may occur. This is of great importance in the context of aversion to risk, and thus a better allocation of resources. A multitude of market risk measures is substantial and in add…
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…
Compatibility of market risk measures
An important element of everyday financial decisions is to assess the scale of the risk of investing in various financial products. Knowledge on the degree of risk of the activities undertaken in this field allows a certain predictability about the negative effects that may occur. This is of great importance in the context of aversion to risk, and thus a better allocation of resources. A multitude of market risk measures is substantial and in add…
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…
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…
Economics (5 works) · Econometrics (4 works) · Political science (4 works) · Business (3 works) · Finance (3 works) · Global Financial Crisis and Policies (3 works) · Credit Risk and Financial Regulations (2 works) · Engineering (2 works) · Financial crisis (2 works) · Macroeconomics (2 works)