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Ryszard Kokoszczyński
(Ryszard Kokoszczynski)

Personal Details

First Name:Ryszard
Middle Name:
Last Name:Kokoszczynski
Suffix:
RePEc Short-ID:pko306
[This author has chosen not to make the email address public]

Affiliation

(50%) Wydział Nauk Ekonomicznych
Uniwersytet Warszawski

Warszawa, Poland
http://www.wne.uw.edu.pl/
RePEc:edi:fesuwpl (more details at EDIRC)

(50%) Narodowy Bank Polski

Warszawa, Poland
http://www.nbp.pl/
RePEc:edi:nbpgvpl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Gilbert Mbaraa & Ryszard Kokoszczyński, 2018. "Corporate governance, tax evasion and business cycles," Working Papers 2018-10, Faculty of Economic Sciences, University of Warsaw.
  2. Gilbert Mbara & Joanna Tyrowicz & Ryszard Kokoszczynski, 2017. "Striking a balance: optimal tax policy with labor market duality," Working Papers 2017-12, Faculty of Economic Sciences, University of Warsaw.
  3. Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014. "Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies," Working Papers 2014-26, Faculty of Economic Sciences, University of Warsaw.
  4. Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014. "Does historical volatility term structure contain valuable in-formation for predicting volatility index futures?," Working Papers 2014-18, Faculty of Economic Sciences, University of Warsaw.
  5. Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014. "Simple heuristics for pricing VIX options," Working Papers 2014-25, Faculty of Economic Sciences, University of Warsaw.
  6. Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014. "Options delta hedging with no options at all," Working Papers 2014-27, Faculty of Economic Sciences, University of Warsaw.
  7. Ryszard Kokoszczyński & Natalia Nehrebecka & Paweł Sakowski & Paweł Strawiński & Robert Ślepaczuk, 2010. "Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures," Working Papers 2010-03, Faculty of Economic Sciences, University of Warsaw.
  8. Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk, 2010. "Midquotes or Transactional Data? The Comparison of Black Model on HF Data," Working Papers 2010-15, Faculty of Economic Sciences, University of Warsaw.
  9. Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk, 2010. "Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options," Working Papers 2010-16, Faculty of Economic Sciences, University of Warsaw.
  10. Bohdan Klos & Ryszard Kokoszczynski & Tomasz Lyziak & Jan Przystupa & Ewa Wrobel, 2005. "Structural Econometric Models in Forecasting Inflation at the National Bank of Poland," NBP Working Papers 31, Narodowy Bank Polski, Economic Research Department.

Articles

  1. Mbara, Gilbert & Tyrowicz, Joanna & Kokoszczynski, Ryszard, 2020. "Striking a balance: Optimal tax policy with labor market duality," Journal of Macroeconomics, Elsevier, vol. 66(C).
  2. Ryszard Kokoszczyński & Joanna Mackiewicz‐Łyziak, 2020. "Central bank independence and inflation—Old story told anew," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(1), pages 72-89, January.
  3. Stanisław Cichocki & Ryszard Kokoszczyński, 2019. "Guest editorial: Special post-conference section on the shadow economy, tax evasion and informal labour," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 26(1), pages 1-3, February.
  4. Zięba, Damian & Kokoszczyński, Ryszard & Śledziewska, Katarzyna, 2019. "Shock transmission in the cryptocurrency market. Is Bitcoin the most influential?," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 102-125.
  5. Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk, 2017. "Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options," Central European Economic Journal, Sciendo, vol. 4(51), pages 18-39, December.
  6. Stanisław Cichocki & Ryszard Kokoszczyński, 2016. "The evolution of the Laffer curve as a framework for studying tax evasion: from simple theoretical to DSGE models," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 45.
  7. Juliusz Jablecki & Robert Slepaczuk & Ryszard Kokoszczynski & Pawel Sakowski & Piotr Wojcik, 2014. "Does historical VIX term structure contain valuable information for predicting VIX futures?," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 14, pages 5-28.
  8. Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014. "Wycena opcji na VIX – podejscie heurystyczne," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 38.
  9. Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2012. "Volatility Measurement, Modeling and Forecasting—An Overview of the Literature," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 31.
  10. Kokoszczyński, Ryszard, 2002. "Poland Before the Euro," Journal of Public Policy, Cambridge University Press, vol. 22(2), pages 199-215, September.
  11. Korotaj-Kokoszczyńska Maria & Kokoszczyński Ryszard, 1988. "L'approche Systemique dans la Geomorphologie: Exemple du Developpement des Processus D'abrasion," Miscellanea Geographica. Regional Studies on Development, Sciendo, vol. 3(1), pages 39-44, March.

Chapters

  1. Ryszard Kokoszczynski, 2001. "Structural changes in the Polish banking industry - three dimensions of consolidation processes in an emerging economy," BIS Papers chapters, in: Bank for International Settlements (ed.), The banking industry in the emerging market economies: competition, consolidation and systemic stability, volume 4, pages 118-122, Bank for International Settlements.
    RePEc:erf:erfssc:65-1 is not listed on IDEAS

Books

  1. Itai Agur & Carola Binder & Cristina Bodea & Claudio Borio & Italo Colantone & Ana Carolina Garriga & Federico Favaretto & Stefan Gerlach & Ernest Gnan & Ryszard Kokoszczynski & Masaaki Higashijima & , 2020. "Populism, Economic Policies and Central Banking," SUERF Studies, SUERF - The European Money and Finance Forum, number 2020/1 edited by Ernest Gnan and Donato Masciandaro, August.
  2. Marek Belka & Jens Thomsen & Kim Abildgren & Pietro Catte & Pietro Cova & Patrizio Pagano & Ignazio Visco & Petar Chobanov & Amine Lahiani & Nikolay Nenovsky & Cristina Badarau & Grégory Levieuge & To, 2011. "Monetary Policy after the Crisis," SUERF Studies, SUERF - The European Money and Finance Forum, number 2011/3 edited by Ernest Gnan, & Ryszard Kokoszczynski & Tomasz Lyziak & Robert McCauley, August.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014. "Does historical volatility term structure contain valuable in-formation for predicting volatility index futures?," Working Papers 2014-18, Faculty of Economic Sciences, University of Warsaw.

    Cited by:

    1. Ballestra, Luca Vincenzo & Guizzardi, Andrea & Palladini, Fabio, 2019. "Forecasting and trading on the VIX futures market: A neural network approach based on open to close returns and coincident indicators," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1250-1262.

  2. Ryszard Kokoszczyński & Natalia Nehrebecka & Paweł Sakowski & Paweł Strawiński & Robert Ślepaczuk, 2010. "Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures," Working Papers 2010-03, Faculty of Economic Sciences, University of Warsaw.

    Cited by:

    1. Maciej Wysocki & Robert Ślepaczuk, 2020. "Artificial Neural Networks Performance in WIG20 Index Options Pricing," Working Papers 2020-19, Faculty of Economic Sciences, University of Warsaw.

  3. Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk, 2010. "Midquotes or Transactional Data? The Comparison of Black Model on HF Data," Working Papers 2010-15, Faculty of Economic Sciences, University of Warsaw.

    Cited by:

    1. Maciej Wysocki & Robert Ślepaczuk, 2020. "Artificial Neural Networks Performance in WIG20 Index Options Pricing," Working Papers 2020-19, Faculty of Economic Sciences, University of Warsaw.
    2. Katarzyna Toporek, 2012. "Simple is better. Empirical comparison of American option valuation methods," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 29.

  4. Bohdan Klos & Ryszard Kokoszczynski & Tomasz Lyziak & Jan Przystupa & Ewa Wrobel, 2005. "Structural Econometric Models in Forecasting Inflation at the National Bank of Poland," NBP Working Papers 31, Narodowy Bank Polski, Economic Research Department.

    Cited by:

    1. Lyziak, Tomasz & Mackiewicz, Joanna & Stanislawska, Ewa, 2007. "Central bank transparency and credibility: The case of Poland, 1998-2004," European Journal of Political Economy, Elsevier, vol. 23(1), pages 67-87, March.
    2. Katarzyna Budnik & Michal Greszta & Michal Hulej & Marcin Kolasa & Karol Murawski & Michal Rot & Bartosz Rybaczyk & Magdalena Tarnicka, 2009. "The new macroeconometric model of the Polish economy," NBP Working Papers 62, Narodowy Bank Polski, Economic Research Department.
    3. Ales Bulir & Jaromir Hurnik, 2006. "The Maastricht Inflation Criterion: "Saints" and "Sinners"," Working Papers 2006/8, Czech National Bank.
    4. Damdinsuren, Batnyam & Doojav, Gan-Ochir & Łyziak, Tomasz, 2008. "Small Inflation Model of Mongolia (SIMOM)," MPRA Paper 72139, University Library of Munich, Germany, revised Apr 2008.
    5. Przystupa, Jan & Wróbel, Ewa, 2009. "Asymmetry of the exchange rate pass-through: An exercise on the Polish data," MPRA Paper 17660, University Library of Munich, Germany.

Articles

  1. Ryszard Kokoszczyński & Joanna Mackiewicz‐Łyziak, 2020. "Central bank independence and inflation—Old story told anew," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(1), pages 72-89, January.

    Cited by:

    1. Kwabi, Frank O. & Boateng, Agyenim & Du, Min, 2020. "Impact of central bank independence and transparency on international equity portfolio allocation: A cross-country analysis," International Review of Financial Analysis, Elsevier, vol. 69(C).
    2. Daniel Murphy & Eric R. Young, 2020. "Government Debt Limits and Stabilization Policy," Working Papers 202023, Federal Reserve Bank of Cleveland.

  2. Zięba, Damian & Kokoszczyński, Ryszard & Śledziewska, Katarzyna, 2019. "Shock transmission in the cryptocurrency market. Is Bitcoin the most influential?," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 102-125.

    Cited by:

    1. Xu, Qiuhua & Zhang, Yixuan & Zhang, Ziyang, 2021. "Tail-risk spillovers in cryptocurrency markets," Finance Research Letters, Elsevier, vol. 38(C).
    2. Stanis{l}aw Dro.zd.z & Jaros{l}aw Kwapie'n & Pawe{l} O'swik{e}cimka & Tomasz Stanisz & Marcin Wk{a}torek, 2020. "Complexity in economic and social systems: cryptocurrency market at around COVID-19," Papers 2009.10030, arXiv.org.
    3. Bouri, Elie & Saeed, Tareq & Vo, Xuan Vinh & Roubaud, David, 2021. "Quantile connectedness in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
    4. Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z & Jaros{l}aw Kwapie'n & Ludovico Minati & Pawe{l} O'swik{e}cimka & Marek Stanuszek, 2020. "Multiscale characteristics of the emerging global cryptocurrency market," Papers 2010.15403, arXiv.org, revised Mar 2021.
    5. Yang, Boyu & Sun, Yuying & Wang, Shouyang, 2020. "A novel two-stage approach for cryptocurrency analysis," International Review of Financial Analysis, Elsevier, vol. 72(C).
    6. Moratis, George, 2021. "Quantifying the spillover effect in the cryptocurrency market," Finance Research Letters, Elsevier, vol. 38(C).
    7. Dejian Yu & Libo Sheng, 2020. "Knowledge diffusion paths of blockchain domain: the main path analysis," Scientometrics, Springer;Akadémiai Kiadó, vol. 125(1), pages 471-497, October.

  3. Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk, 2017. "Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options," Central European Economic Journal, Sciendo, vol. 4(51), pages 18-39, December.

    Cited by:

    1. Maciej Wysocki & Robert Ślepaczuk, 2020. "Artificial Neural Networks Performance in WIG20 Index Options Pricing," Working Papers 2020-19, Faculty of Economic Sciences, University of Warsaw.

  4. Juliusz Jablecki & Robert Slepaczuk & Ryszard Kokoszczynski & Pawel Sakowski & Piotr Wojcik, 2014. "Does historical VIX term structure contain valuable information for predicting VIX futures?," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 14, pages 5-28.

    Cited by:

    1. Ballestra, Luca Vincenzo & Guizzardi, Andrea & Palladini, Fabio, 2019. "Forecasting and trading on the VIX futures market: A neural network approach based on open to close returns and coincident indicators," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1250-1262.

Chapters

  1. Ryszard Kokoszczynski, 2001. "Structural changes in the Polish banking industry - three dimensions of consolidation processes in an emerging economy," BIS Papers chapters, in: Bank for International Settlements (ed.), The banking industry in the emerging market economies: competition, consolidation and systemic stability, volume 4, pages 118-122, Bank for International Settlements.

    Cited by:

    1. Havrylchyk, Olena, 2004. "Consolidation of the Polish banking sector: consequences for the banking institutions and the public," Economic Systems, Elsevier, vol. 28(2), pages 125-140, June.
    2. Árvai, Zsófia, 2002. "A banki közvetítés mélysége [The depth of bank mediation]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 621-640.

Books

  1. Marek Belka & Jens Thomsen & Kim Abildgren & Pietro Catte & Pietro Cova & Patrizio Pagano & Ignazio Visco & Petar Chobanov & Amine Lahiani & Nikolay Nenovsky & Cristina Badarau & Grégory Levieuge & To, 2011. "Monetary Policy after the Crisis," SUERF Studies, SUERF - The European Money and Finance Forum, number 2011/3 edited by Ernest Gnan, & Ryszard Kokoszczynski & Tomasz Lyziak & Robert McCauley, August.

    Cited by:

    1. Tomasz Łyziak, 2013. "A note on central bank transparency and credibility in Poland," NBP Working Papers 162, Narodowy Bank Polski, Economic Research Department.
    2. Raoul Lättemäe, 2002. "Monetary Transmission Mechanism in Estonia - Some Theoretical Considerations and Stylized Aspects," Macroeconomics 0212001, University Library of Munich, Germany.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-IUE: Informal & Underground Economics (4) 2017-07-09 2017-07-16 2018-04-30 2020-09-28
  2. NEP-MAC: Macroeconomics (4) 2017-07-09 2017-07-16 2018-04-30 2020-09-28
  3. NEP-PBE: Public Economics (4) 2017-07-09 2017-07-16 2018-04-30 2020-09-28
  4. NEP-RMG: Risk Management (4) 2010-12-18 2014-07-13 2014-10-22 2014-11-07
  5. NEP-DGE: Dynamic General Equilibrium (3) 2017-07-09 2017-07-16 2020-09-28
  6. NEP-MST: Market Microstructure (2) 2010-12-04 2010-12-18
  7. NEP-PUB: Public Finance (2) 2017-07-09 2018-04-30
  8. NEP-ACC: Accounting & Auditing (1) 2018-04-30
  9. NEP-CFN: Corporate Finance (1) 2018-04-30
  10. NEP-EEC: European Economics (1) 2017-07-16
  11. NEP-FOR: Forecasting (1) 2014-07-13
  12. NEP-LAB: Labour Economics (1) 2020-09-28

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