Artykuł w czasopiśmie
Brak miniatury
Licencja
ClosedAccessDostęp zamknięty
 

The impact of determinants on the volatility of banking sector stock returns in Europe

Uproszczony widok
cris.lastimport.scopus2024-02-12T19:32:51Z
dc.abstract.enThe aim of the paper is to examine the impact of macroeconomic determinants on the volatility of banking sector stock returns in Europe. The research was conducted for 182 banks in 26 European countries in which banks are listed in the stock market. The research method used was static panel models. The results obtained indicate that the selected determinants that influence the analysed variables are: unemployment rate, long-term interested rate, beta as well implied volatilities of the S&P500 and EUROSTOXX50 indices.
dc.affiliationUniwersytet Warszawski
dc.contributor.authorNiewińska, Katarzyna
dc.date.accessioned2024-01-26T10:16:45Z
dc.date.available2024-01-26T10:16:45Z
dc.date.issued2018
dc.description.financeNie dotyczy
dc.description.number3,cz.2
dc.description.volume16
dc.identifier.doi10.7172/1644-9584.76.4
dc.identifier.issn1644-9584
dc.identifier.urihttps://repozytorium.uw.edu.pl//handle/item/122445
dc.languageeng
dc.pbn.affiliationeconomics and finance
dc.relation.ispartofProblemy Zarządzania-Management Issues
dc.relation.pages50-60
dc.rightsClosedAccess
dc.sciencecloudnosend
dc.subject.enbeta historical volatility implied volalitility unemployment rate
dc.titleThe impact of determinants on the volatility of banking sector stock returns in Europe
dc.typeJournalArticle
dspace.entity.typePublication