Advanced Search
MyIDEAS: Login

Katarzyna Bien-Barkowska

Contents:

This is information that was supplied by Katarzyna Bien-Barkowska in registering through RePEc. If you are Katarzyna Bien-Barkowska , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Katarzyna
Middle Name:
Last Name: Bien-Barkowska
Suffix:

RePEc Short-ID: pbi199

Email:
Homepage:
Postal Address: Warsaw School of Economics, Institute of Econometrics, Department of Applied Econometrics, Madalińskiego 6/8, 02-513 Warsaw, Poland
Phone:

Affiliation

(50%) Zakład Ekonometrii Stosowanej
Szkoła Główna Handlowa w Warszawie
Location: Warszawa, Poland
Homepage: http://www.sgh.waw.pl/instytuty/zes
Email:
Phone: + (48)(22) 49 12 51
Fax: + (48)(22) 49 53 12
Postal: 02-513 Warszawa, ul. Madalinskiego 6/8
Handle: RePEc:edi:dxwawpl (more details at EDIRC)
(50%) Narodowy Bank Polski
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

as in new window

Working papers

  1. 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.
  2. 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.
  3. 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.
  4. 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.

Articles

  1. K. Bień-Barkowska, 2013. "Informed and uninformed trading in the EUR/PLN spot market," Applied Financial Economics, Taylor & Francis Journals, vol. 23(7), pages 619-628, April.
  2. Katarzyna Bien-Barkowska, 2012. ""Does it take volume to move fx rates?" Evidence from quantile regressions," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 12, pages 35-52.
  3. Katarzyna Bień-Barkowska, 2012. "A Bivariate Copula-based Model for a Mixed Binary-Continuous Distribution: A Time Series Approach," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 4(2), pages 117-142, June.
  4. 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.
  5. Katarzyna Bien-Barkowska, 2011. "Distribution Choice for the Asymmetric ACD Models," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 11, pages 55-72.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2007-04-21. Author is listed
  2. NEP-ECM: Econometrics (2) 2007-04-21 2007-04-28. Author is listed
  3. NEP-IFN: International Finance (1) 2007-04-21. Author is listed
  4. NEP-MST: Market Microstructure (3) 2007-04-21 2007-04-28 2012-01-25. Author is listed

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Katarzyna Bien-Barkowska should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.