Impact of Political Elections on Share Prices on the Warsaw Stock Exchange
نویسندگان
چکیده
Celem artyku?u jest zbadanie, czy wyniki wyborów politycznych w Polsce (prezydenckich, parlamentarnych i samorz?dowych) maj? wp?yw na notowania akcji Gie?dzie Papierów Warto?ciowych Warszawie (GPW) oraz kurs polskiej z?otówki do dolara ameryka?skiego. W artykule opisano analizy uzyskane dzi?ki zastosowaniu modeli klasy ARCH GARCH. Wp?yw prezydenckich okaza? si? istotny statystycznie poziomie 0,05, zaznacza? okresie 5 dni po wyborach mia? charakter ujemny. Wybory parlamentarne samorz?dowe nie wywiera?y istotnego wp?ywu badane indeksy. Na walutowy (na 0,05) mia?y wybory samorz?dowe. USD/PLN by? ujemny, tzn. wp?ywa?y umocnienie stosunku dolara.
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ژورنال
عنوان ژورنال: Ekonomista
سال: 2022
ISSN: ['2299-6184', '0013-3205']
DOI: https://doi.org/10.52335/ekon/153435