Articles

• The Dynamics and Strength of Linkages between the Stock Markets in the Czech Republic, Hungary and Poland after their EU Accession

  Małgorzata Doman, Ryszard Doman

  5-32

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• Asymmetric Impact of Innovations on Volatility in the Case of the US and CEEC–3 Markets: EGARCH Based Approach

  Joanna Olbryś

  33-50

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• Economic Growth and Energy Consumption in Post-Communist Countries: a Bootstrap Panel Granger Causality Analysis

  Monika Papież, Sławomir Śmiech

  51-68

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• Determination of the Time of Contagion in Capital Markets Based on the Switching Model

  Milda Maria Burzała

  69-86

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• Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads

  Agata Kliber, Barbara Będowska-Sójka

  87-106

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• Fractal Analysis of Financial Time Series Using Fractal Dimension and Pointwise Hölder Exponents

  Agnieszka Kapecka

  107-126

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• Analysis of β-Convergence. From Traditional Cross-Section Model to Dynamic Panel Model

  Joanna Górna, Karolina Górna, Elżbieta Szulc

  127-144

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• Empirical Verification of World’s Regions Profitability in Dynamic International Investment Strategy

  Anna Czapkiewicz, Artur Machno

  145-162

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• Decomposing the Gender Gap in Average Exit Rate from Unemployment

  Joanna Małgorzata Landmesser

  163-174

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• Synchronization of Crude Oil Prices Cycle and Business Cycle for the Central Eastern European Economies

  Andrzej Geise, Mariola Piłatowska

  175-194

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