Articles

• The Expectations Hypothesis of the Term Structure of LIBOR US Dollar Interest Rates

  Maria Blangiewicz, Paweł Miłobędzki

  5-17

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• Analysis of Linkages between Central and Eastern European Capital Markets

  Dorota Witkowska, Krzysztof Kompa, Aleksandra Matuszewska-Janica

  19-33

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• “Does It Take Volume to Move the EUR/PLN FX Rates?” Evidence from Quantile Regressions

  Katarzyna Bień-Barkowska

  35-52

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• Bayesian Pricing of the Optimal-Replication Strategy for European Option in the JD(M)J Model

  Maciej Kostrzewski

  53-71

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• The Probability of Recession in Poland Based on the Hamilton Switching Model and the Logit Model

  Milda Maria Burzała

  73-87

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• Non-Classical Measures of Investment Risk on the Market of Precious Non-Ferrous Metals Using the Methodology of Stable Distributions

  Dominik Krężołek

  89-103

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• The Formula of Unconditional Kurtosis of Sign-Switching GARCH(p,q,1) Processes

  Joanna Górka

  105-110

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• The Analysis of Interregional Migrations in Poland in the Period 2004–2010 Using Panel Gravity Model

  Michał Bernard Pietrzak, Natalia Drzewoszewska, Justyna Wilk

  111-122

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