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| Issue | Title | |
| Vol 14 (2014) | Does Historical VIX Term Structure Contain Valuable Information for Predicting VIX Futures? | Abstract PDF |
| Juliusz Jabłecki, Ryszard Kokoszczyński, Paweł Sakowski, Robert Ślepaczuk, Piotr Wójcik | ||
| Vol 13 (2013) | Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads | Abstract PDF |
| Agata Kliber, Barbara Będowska-Sójka | ||
| Vol 13 (2013) | Asymmetric Impact of Innovations on Volatility in the Case of the US and CEEC–3 Markets: EGARCH Based Approach | Abstract PDF |
| Joanna Olbryś | ||
| Vol 11 (2011) | The Impact of Macro News on Volatility of Stock Exchanges | Abstract PDF |
| Barbara Będowska-Sójka | ||
| Vol 11 (2011) | Sovereign CDS Instruments in Central Europe – Linkages and Interdependence | Abstract PDF |
| Agata Kliber | ||
| Vol 16 (2016) | Analysis of the Relationship between Market Volatility and Firms Volatility on the Polish Capital Market | Abstract PDF |
| Aneta Włodarczyk, Iwona Otola | ||
| Vol 16 (2016) | Volatility Estimators in Econometric Analysis of Risk Transfer on Capital Markets | Abstract PDF |
| Marcin Fałdziński, Magdalena Osińska | ||
| 1 - 7 of 7 Items | ||
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