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• 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
• 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
• 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
• The Impact of Macro News on Volatility of Stock Exchanges

  Barbara Będowska-Sójka

  99-110

  2011-12-10
• Sovereign CDS Instruments in Central Europe – Linkages and Interdependence

  Agata Kliber

  111-128

  2011-12-10
• Analysis of the Relationship between Market Volatility and Firms Volatility on the Polish Capital Market

  Aneta Włodarczyk, Iwona Otola

  87-116

  2016-12-29
• Volatility Estimators in Econometric Analysis of Risk Transfer on Capital Markets

  Marcin Fałdziński, Magdalena Osińska

  21-35

  2016-12-28