Articles

• Does Historical VIX Term Structure Contain Valuable Information for Predicting VIX Futures?

  Juliusz Jabłecki, Ryszard Kokoszczyński, Paweł Sakowski, Robert Ślepaczuk, Piotr Wójcik

  5-28

  PDF
• Searching for the Appropriate Measure of Multilateral Trade-Resistance Terms in the Gravity Model of Bilateral Trade Flows

  Natalia Drzewoszewska

  29-49

  PDF
• The Environmental Kuznets Curve in Poland – Evidence from Threshold Cointegration Analysis

  Mariola Piłatowska, Aneta Włodarczyk, Marcin Zawada

  51-70

  PDF
• Oil Prices, Production and Inflation in the Selected EU Countries: Threshold Cointegration Approach

  Andrzej Geise, Mariola Piłatowska

  71-91

  PDF
• The EURPLN, DAX and WIG20: The Granger Causality Tests Before and During the Crisis

  Ewa M. Syczewska

  93-104

  PDF
• Pension Funds in Poland: Efficiency Analysis for Years 1999–2013

  Krzysztof Kompa, Dorota Witkowska

  105-124

  PDF
• The Significance of Distance Between Stock Exchanges Undergoing the Process of Convergence: an Analysis of Selected World Stock Exchanges During the Period of 2004–2012

  Elżbieta Szulc, Dagna Wleklińska, Karolina Górna, Joanna Górna

  125-144

  PDF
• Option Pricing under Sign RCA-GARCH Models

  Joanna Górka

  145-160

  PDF