Taikomoji ekonomika: sisteminiai tyrimai / Applied Economics: Systematic Research 2016, nr. 10(1)
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Leidybą rėmė Europos socialinis fondas / Publication sponsored by European Social Fund
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Pajamų nelygybės poveikio darniam ekonomikos augimui vertinimas taikant IDVIPublication[An impact assessment of income inequality on sustainable economic growth by using ISDI]research articleTaikomoji ekonomika: sisteminiai tyrimai = Applied economics: systematic research. Kaunas : Vytauto Didžiojo universitetas, 2016, T. 10, nr. 1, p. 13-26The aim of this work is to assess the impact of income inequality for sustainable economic growth in the EU-25 countries in 2005–2012. Research was performed by using integrated sustainable development index (ISDI). It was found that the highest value of ISDI was in the first cluster. The highest value of income inequality and the lowest value of GDP per inhabitant were in the first cluster.96 192 -
Laike kintančių investicinio portfelio parametrų įtaka jo rezultatamsPublication[The impact of time-varying distributional parameters on portfolio performance]research articleTaikomoji ekonomika: sisteminiai tyrimai, 2016, t. 10, nr. 1, p. 27-42The aim of this paper is to examine the impact of time-varying distributional parameters on portfolio performance and risk. The main findings show that the Exponentially Weighted Moving Average (EWMA) model provides the lowest level of risk for efficient portfolios. Constant parameters Markowitz and DCC-GARCH (1,1) models producing similar results, both inferior to the EWMA procedure. Rolling EWMA efficient portfolios indicate how the portfolio weights should be amended over time. This result is important at times of the turbulence in the financial markets as it may help to protect the portfolio against big losses.172 80 -
Įmonių socialinės atsakomybės atskleidimo vertinimas Lietuvos didžiosiose įmonėsePublication[The assessment of CSR disclosure in large Lithuanian companies]research articleTaikomoji ekonomika: sisteminiai tyrimai = Applied economics: systematic research. Kaunas : Vytauto Didžiojo universitetas, 2016, T. 10, nr. 1, p. 43-63In this research, the relevance of corporate social responsibility disclosure is determined and the corporate social responsibility disclosure methodologies are compared. In addition, the corporate social responsibility disclosure in Lithuania is being analysed including the analyses of the methodologies of corporate social responsibility reports chosen by Lithuanian large companies.696 269 -
Technine analize grįstos prekybos strategijos FOREX rinkoje formavimas ir taikymasPublication[Formation of trading strategy based on technical analysis and application in the FOREX market]research articleTaikomoji ekonomika: sisteminiai tyrimai = Applied economics: systematic research. Kaunas : Vytauto Didžiojo universitetas, 2016, T. 10, nr. 1, p. 65-84This paper accomplishes modification of technical analysis based trading strategy for the FOREX market. New strategy performance was checked using historical data. Most profitable modification was excluded and optimized.359 147 -
Tarpusavio ryšiai tarp susijungimų ir įsigijimų sandorių ir nacionalinių valstybių ekonomikųPublication[Interrelationship between M&A and development of national economies]research articleTaikomoji ekonomika: sisteminiai tyrimai = Applied economics: systematic research. Kaunas : Vytauto Didžiojo universitetas, 2016, T. 10, nr. 1, p. 85-106The article discusses interrelationships between mergers and acquisitions (M&A’s) and development of national economies. Accordingly to the performed extensive literature review, various economic theories explain the relationships between M&A’s and development of national economies. The paper suggests that research in the field of interrelationships between mergers and acquisitions and development of national economies shall be executed from a holistic approach and can not be isolated from the broader perspective. Future research shall devote resources to perform an empirical analysis in order to support identified interconnections.72 135