Vol. 12 (2012)

View Vol. 12 (2012)
Table of contents
Vol. 12 (2012)
Monday, Dec 10, 2012
This issue table of contents
Articles
The Expectations Hypothesis of the Term Structure of LIBOR US Dollar Interest Rates
Maria Blangiewicz, Paweł Miłobędzki
5-17
PDF
Analysis of Linkages between Central and Eastern European Capital Markets
Dorota Witkowska, Krzysztof Kompa, Aleksandra Matuszewska-Janica
19-33
PDF
“Does It Take Volume to Move the EUR/PLN FX Rates?” Evidence from Quantile Regressions
Katarzyna Bień-Barkowska
35-52
PDF
Bayesian Pricing of the Optimal-Replication Strategy for European Option in the JD(M)J Model
Maciej Kostrzewski
53-71
PDF
The Probability of Recession in Poland Based on the Hamilton Switching Model and the Logit Model
Milda Maria Burzała
73-87
PDF
Non-Classical Measures of Investment Risk on the Market of Precious Non-Ferrous Metals Using the Methodology of Stable Distributions
Dominik Krężołek
89-103
PDF
The Formula of Unconditional Kurtosis of Sign-Switching GARCH(p,q,1) Processes
Joanna Górka
105-110
PDF
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
PDF