Browse Title Index

Issue Title
Vol 17 (2017) The Application of Hidden Markov Models to the Analysis of Real Convergence Abstract   PDF
Michal Bernardelli, Mariusz Próchniak, Bartosz Witkowski
Vol 13 (2013) The Dynamics and Strength of Linkages between the Stock Markets in the Czech Republic, Hungary and Poland after their EU Accession Abstract   PDF
Małgorzata Doman, Ryszard Doman
Vol 17 (2017) The Effects of Income Inequality and Redistribution in Democracies: A Dynamic Panel Data Approach Abstract   PDF
Goksu Aslan
Vol 14 (2014) The Environmental Kuznets Curve in Poland – Evidence from Threshold Cointegration Analysis Abstract   PDF
Mariola Piłatowska, Aneta Włodarczyk, Marcin Zawada
Vol 14 (2014) The EURPLN, DAX and WIG20: The Granger Causality Tests Before and During the Crisis Abstract   PDF
Ewa M. Syczewska
Vol 12 (2012) The Expectations Hypothesis of the Term Structure of LIBOR US Dollar Interest Rates Abstract   PDF
Maria Blangiewicz, Paweł Miłobędzki
Vol 12 (2012) The Formula of Unconditional Kurtosis of Sign-Switching GARCH(p,q,1) Processes Abstract   PDF
Joanna Górka
Vol 11 (2011) The Haar Wavelet Transfer Function Model and Its Applications Abstract   PDF
Joanna Bruzda
Vol 11 (2011) The Impact of Macro News on Volatility of Stock Exchanges Abstract   PDF
Barbara Będowska-Sójka
Vol 11 (2011) The Impact of the Exchange Rate Dynamics on the Dependencies in Global Stock Market Abstract   PDF
Małgorzata Doman, Ryszard Doman
Vol 10 (2010) The Importance of Calculating the Potential Gross Domestic Product in the Context of the Taylor Rule Abstract   PDF
Anna Michałek
Vol 15 (2015) The Model of French Development Assistance – Who Gets the Help? Abstract   PDF
Katarzyna Andrzejczak, Agata Kliber
Vol 18 (2018) The Non-Trading Problem in Assessing Commonality in Liquidity on Emerging Stock Markets Abstract   PDF
Joanna Olbryś
Vol 12 (2012) The Probability of Recession in Poland Based on the Hamilton Switching Model and the Logit Model Abstract   PDF
Milda Maria Burzała
Vol 16 (2016) The Share of European Economies in the Process of Convergence of Long-term Interest Rates in the EU in the Period of 2006–2016 Abstract   PDF
Elzbieta Szulc, Karolina Górna, Dagna Wleklińska
Vol 10 (2010) The Sign RCA Models: Comparing Predictive Accuracy of VaR Measures Abstract   PDF
Joanna Górka
Vol 14 (2014) 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 Abstract   PDF
Elżbieta Szulc, Dagna Wleklińska, Karolina Górna, Joanna Górna
Vol 9 (2009) The Study of Interdependence Between Capital and Currency Markets Using Multivariate GARCH Models Abstract   PDF
Tomasz Chruściński
Vol 9 (2009) The Synchronization of Regional Business Cycles with Nationwide Cycles Abstract   PDF
Milda Maria Burzała
Vol 10 (2010) The Term Structure of the Polish Interbank Rates. A Note on the Symmetry of their Reversion to the Mean Abstract
Paweł Miłobędzki
Vol 9 (2009) The Use of Weather Variables in the Modeling of Demand for Electricity in One of the Regions in the Southern Poland Abstract   PDF
Aneta Włodarczyk, Marcin Zawada
Vol 10 (2010) Unobserved Component Model for Forecasting Polish Inflation Abstract   PDF
Jacek Kwiatkowski
Vol 16 (2016) Using the First Passage Times in Markov Chain Model to Support Financial Decisions on the Stock Exchange Abstract   PDF
Józef Stawicki
Vol 16 (2016) Volatility Estimators in Econometric Analysis of Risk Transfer on Capital Markets Abstract   PDF
Marcin Fałdziński, Magdalena Osińska
Vol 12 (2012) “Does It Take Volume to Move the EUR/PLN FX Rates?” Evidence from Quantile Regressions Abstract   PDF
Katarzyna Bień-Barkowska
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