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Found 16 items.

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

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

5-28

2015-04-15
The EURPLN, DAX and WIG20: The Granger Causality Tests Before and During the Crisis

Ewa M. Syczewska

93-104

2015-04-15
Asymmetric Impact of Innovations on Volatility in the Case of the US and CEEC–3 Markets: EGARCH Based Approach

Joanna Olbryś

33-50

2013-12-12
Analysis of the Relationship between Market Volatility and Firms Volatility on the Polish Capital Market

Aneta Włodarczyk, Iwona Otola

87-116

2016-12-29
The Impact of Macro News on Volatility of Stock Exchanges

Barbara Będowska-Sójka

99-110

2011-12-10
Option Pricing under Sign RCA-GARCH Models

Joanna Górka

145-160

2015-04-15
Regime-dependent Assessment of Risk Concerning the International Aviation Inclusion Into the EU ETS

Aneta Włodarczyk

129-145

2017-12-29
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
“Does It Take Volume to Move the EUR/PLN FX Rates?” Evidence from Quantile Regressions

Katarzyna Bień-Barkowska

35-52

2012-12-09
Volatility Estimators in Econometric Analysis of Risk Transfer on Capital Markets

Marcin Fałdziński, Magdalena Osińska

21-35

2016-12-28
Bayesian Analysis of the Box-Cox Transformation in Stochastic Volatility Models

Anna Pajor

81-90

2009-07-18
Liquidity and Market Microstructure Noise: Evidence from the Pekao Data

Małgorzata Doman

5-14

2010-07-16
Markov Switching Models with Application to Contagion Effect Analysis in the Capital Markets

Monika Kośko

73-80

2009-07-18
Sovereign CDS Instruments in Central Europe – Linkages and Interdependence

Agata Kliber

111-128

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
Distribution Choice for the Asymmetric ACD Models

Katarzyna Bień-Barkowska

55-72

2011-12-10

1 - 16 of 16 items