Katarzyna Mamcarz

Katarzyna Mamcarz
Maria Curie-Sklodowska University in Lublin · Department of Microeconomics and Applied Economics

PhD

About

13
Publications
13,179
Reads
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3
Citations
Additional affiliations
October 2019 - present
Maria Curie-Sklodowska University in Lublin
Position
  • Professor (Assistant)
October 2014 - September 2019
Maria Curie-Sklodowska University in Lublin
Position
  • Professor (Assistant)

Publications

Publications (13)
Article
Full-text available
Gold belongs among the assets which show low or negative correlations with the markets for fundamental financial assets, and can serve as an alternative form of capital investment. Therefore, it becomes material to assess the impact of these markets on the gold market (prices), and the correlations existing between them. Investors’ decisions to all...
Article
Full-text available
Złoto jest metalem szlachetnym, który pełni ważną funkcję w zarządzaniu aktywami. Celem artykułu jest ocena inwestycji w złoto jako aktywów zabezpieczających inwestorów przed inflacją w wybranych pięciu krajach (USA, Wielka Brytania, Szwajcaria, Japonia, Kanada) i strefie euro. Analizowane kraje są ważnymi inwestorami na rynku złota oraz jego produ...
Article
Full-text available
Gold and silver are two precious metals which have been a part of human civilization for centuries. The demand for these metals has been present on more than one market, with the investment demand playing a special role. The goal of the article is to characterize the investment demand on the bullion market and to identify and evaluate the reasons f...
Article
Full-text available
Article
Full-text available
In the gold-mining stocks market there is a great number of companies, from explorers to gold mines. The stocks of these companies give investors ample opportunities to invest capital, but they are also associated with high risk. This stems from the specificity of mining industries and the relationship between prices of gold-mining stocks and gold...

Questions

Question (1)
Question
Hello,
I need to test stationarity in time series of market data (e.g. stocks index) and I don't know how to choose the correct level of lag and type for ADF test in GRETL. I found out that converting data into logarithms is required but still I don't know what to do next. What is AIC. Akaike Information Criterion for and how to apply it? Could You give me a hand?
Katarzyna Mamcarz