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Vol 14 (2014) Does Historical VIX Term Structure Contain Valuable Information for Predicting VIX Futures? Abstract  PDF
Juliusz Jabłecki, Ryszard Kokoszczyński, Paweł Sakowski, Robert Ślepaczuk, Piotr Wójcik
 
Vol 13 (2013) Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads Abstract  PDF
Agata Kliber, Barbara Będowska-Sójka
 
Vol 13 (2013) Asymmetric Impact of Innovations on Volatility in the Case of the US and CEEC–3 Markets: EGARCH Based Approach Abstract  PDF
Joanna Olbryś
 
Vol 11 (2011) The Impact of Macro News on Volatility of Stock Exchanges Abstract  PDF
Barbara Będowska-Sójka
 
Vol 11 (2011) Sovereign CDS Instruments in Central Europe – Linkages and Interdependence Abstract  PDF
Agata Kliber
 
Vol 16 (2016) Analysis of the Relationship between Market Volatility and Firms Volatility on the Polish Capital Market Abstract  PDF
Aneta Włodarczyk, Iwona Otola
 
Vol 16 (2016) Volatility Estimators in Econometric Analysis of Risk Transfer on Capital Markets Abstract  PDF
Marcin Fałdziński, Magdalena Osińska
 
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