Katarzyna Bien-Barkowska
Personal Details
First Name: Katarzyna
Middle Name:
Last Name: Bien-Barkowska
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RePEc Short-ID: pbi199
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Affiliation
(in no particular order)Zakład Ekonometrii Stosowanej (Department of Applied Econometrics)
Location: Warszawa, Poland
Szkoła Główna Handlowa w Warszawie (Warsaw School of Economics)
Homepage: http://www.sgh.waw.pl/instytuty/zes
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Postal: 02-513 Warszawa, ul. Madalinskiego 6/8
Handle: RePEc:edi:dxwawpl (more details at EDIRC)Narodowy Bank Polski (National Bank of Poland)
Location: Warszawa, Poland
Homepage: http://www.nbp.pl/
Email:
Phone: (0-22) 653 10 00
Fax: (0-22) 620 85 18
Postal: 00-919 Warszawa ul. Świętokrzyska 11/21
Handle: RePEc:edi:nbpgvpl (more details at EDIRC)
Works
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF
Working papers
- Katarzyna Bień-Barkowska, 2011. "Multistate asymmetric ACD model: an application to order dynamics in the EUR/PLN spot market," National Bank of Poland Working Papers 104, National Bank of Poland, Economic Institute.
- Katarzyna Bien, 2011. "Informed and Uninformed Trading in the EUR/PLN Spot Market," Working Papers 53, Department of Applied Econometrics, Warsaw School of Economics.
- Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2007.
"An Inflated Multivariate Integer Count Hurdle Model: An Application to Bid and Ask Quote Dynamics,"
CoFE Discussion Paper
07-04, Center of Finance and Econometrics, University of Konstanz.
- Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2011. "An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(4), pages 669-707, 06.
- Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2006. "A Multivariate Integer Count Hurdle Model: Theory and Application to Exchange Rate Dynamics," CoFE Discussion Paper 06-06, Center of Finance and Econometrics, University of Konstanz.
- Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2006.
"Estimating liquidity using information on the multivariate trading process,"
Working Papers
10, Department of Applied Econometrics, Warsaw School of Economics.
- Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2006. "Estimating Liquidity Using Information on the Multivariate Trading Process," CoFE Discussion Paper 06-04, Center of Finance and Econometrics, University of Konstanz.
Articles
RePEc:jae:japmet:v:26:y:2011:i:4:p:669-707 is not listed on IDEAS
NEP Fields
5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-CBA: Central Banking (1) 2007-04-21
- NEP-CFN: Corporate Finance (1) 2007-04-21
- NEP-CTA: Contract Theory & Applications (1) 2011-06-11
- NEP-ECM: Econometrics (2) 2007-04-21 2007-04-28 Author is listed
- NEP-IFN: International Finance (1) 2007-04-21
- NEP-MST: Market Microstructure (5) 2007-04-21 2007-04-21 2007-04-28 2011-06-11 2012-01-25 Author is listed
Statistics
Most cited item
Most downloaded item (past 12 months)
- Katarzyna Bien, 2011. "Informed and Uninformed Trading in the EUR/PLN Spot Market," Working Papers 53, Department of Applied Econometrics, Warsaw School of Economics.
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Co-authorship network on CollEc
Corrections
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