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

  Ewa M. Syczewska

  93-104

  2015-04-15
• 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

  2013-12-12
• 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

  2013-12-12
• The Impact of Macro News on Volatility of Stock Exchanges

  Barbara Będowska-Sójka

  99-110

  2011-12-10
• The Impact of the Exchange Rate Dynamics on the Dependencies in Global Stock Market

  Małgorzata Doman, Ryszard Doman

  73-86

  2011-12-10
• Bayesian Analysis of the Box-Cox Transformation in Stochastic Volatility Models

  Anna Pajor

  81-90

  2009-07-18
• Measuring Nonlinear Serial Dependencies Using the Mutual Information Coefficient

  Witold Orzeszko

  97-106

  2010-07-17