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Content
2017
- 285-304 Monetary-Fiscal Game Analyzed Using a Macroeconomic Model for Poland
In: Statistical Review, vol. 64, 2017, 3
by Lech Kruś & Irena Woroniecka-Leciejewicz
2016
- 255-272 On Bayesian Inference for Almost Periodic in Mean Autoregressive Models
In: Statistical Review, vol. 63, 2016, 3
by Łukasz Lenart & Błażej Mazur - 273-288 Assessment of the Impact of the Reduction of the Gaseous Emissions on Growth in Poland. Assumptions and Preliminary Results
In: Statistical Review, vol. 63, 2016, 3
by Jan Gadomski - 289-308 Financial Services Input as a Source of Economic Growth in the European Union Countries
In: Statistical Review, vol. 63, 2016, 3
by Joanna Wyszkowska-Kuna - 329-350 Can Lognormal, Weibull or Gamma Distributions Improve the EWS-GARCH Value-at-Risk Forecasts?
In: Statistical Review, vol. 63, 2016, 3
by Marcin Chlebus
2013
- 7-24 Institutional Causes of the Global Banking Crisis and the Emergence of Macro-Prudential Countercyclical Policy
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 295/2013 - Financial Markets and Macroprudential Policy
by Andrzej Sławiński - 25-43 Banking Sector and Real Economy of Poland – Analysis with a VAR Model
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 295/2013 - Financial Markets and Macroprudential Policy
by Piotr Wdowiński - 45-58 Credit risk of FX loans in Poland. Interest and FX rate Dependence
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 295/2013 - Financial Markets and Macroprudential Policy
by Zuzanna Wośko - 59-77 Notes on some optimal monetary policy rules: the case of Poland
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 295/2013 - Financial Markets and Macroprudential Policy
by Władysław Milo & Dominika Bogusz & Mariusz Górajski & Magdalena Ulrichs - 79-92 How do individual forecasters change their views? An analysis with micro panel data
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 295/2013 - Financial Markets and Macroprudential Policy
by Maritta Paloviita & Matti Viren
2012
- 11-18 The New Architecture of European Financial Regulatory and Supervision Framework
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Stanisław Kluza - 19-36 Investor Protection and Disclosure. Quantitative Evidence
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Marek Gruszczyński - 37-57 Divergent Patterns of Value Relevance
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Karol Marek Klimczak & Grzegorz Szafrański - 59-85 Disaggregated Foreign Trade, Exchange Rate and Growth in Poland: Simulation and Optimal Control
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Piotr Wdowiński - 87-106 Using Linear Filters for Detecting Cycles in Survey Data
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Zuzanna Wośko - 107-119 Multifactor Mutual Fund Performance Evaluation Based on the Panel Data Estimation
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Joanna Olbryś - 121-135 Jumps in Stock Returns. Evidence from the Polish Stock Exchange
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Barbara Będowska-Sójka - 137-149 High Frequency Data Aggregation in Value-at-Risk Models: Is Daily Data Enough?
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Milda Pranckevičiūtė - 151-165 Estimating Value-at-Risk for Energy Markets
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Blanka Łęt
2011
- 11-33 Asset Prices, Asymmetries and Aggregation in the Euro Area
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by David Mayes & Matti Viren - 35-49 Role of Corporate Taxation and Bilateral Tax Treaties in Investments into Estonian Manufacturing Companies? Empirical Evidence
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Svetlana Raudonen - 51-69 What Drives Chinese Financial Markets?
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Magdalena Osińska & Tomasz Zdanowicz - 73-86 On The Empirical Importance of the Spectral Risk Measure with Extreme Value Theory Approach
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Marcin Fałdziński - 87-99 Regression Models of Macroeconomic Indicators with Explanatory Variables Observed at a Higher Frequency
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Virmantas Kvedaras & Alfredas Rackauskas & Danas Zuokas - 101-109 Relevance of Accounting standards for Stock Markets: Evidence from Poland
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Karol Marek Klimczak - 111-123 Parameter Estimation for Nonlinear State-Space Models Using Particle Methods Combined with the EM Algorithm
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Katarzyna Brzozowska-Rup & Antoni Leon Dawidowicz - 127-140 Modelling the Time-Varying Risk Premium by Using the Kalman Filter: the Euro Money Market Case
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Fabio Filipozzi - 141-154 Comparative Analysis of Polish Equity Open-end Mutual Funds' Portfolios Using Estimators of Risk Measures and Risk-Tolerance Coefficient
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Joanna Olbryś - 155-173 Asymmetry in Volatility: A Comparison of Developed and Transition Stock Markets
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Piotr Wdowiński & Marta Małecka
2010
- 13-26 Microstructure of the EUR/PLN Market: Implications for Investors’ Behavior
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Radosław Cholewiński & Stanisław Kluza & Andrzej Sławiński - 27-41 Does the Weakening of the US Dollar Change the Pattern of the Currency Co-Movement?
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Małgorzata Doman - 43-56 Bayesian Comparison of Hedging Strategies for EUR/PLN Data
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Jacek Kwiatkowski - 57-68 Macroeconomic Announcements and Volatility of Intraday WIG and DAX Returns
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Barbara Będowska-Sójka - 69-79 Automated Stock Price Forecasting System
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Piotr Wdowiński - 83-97 Modelling the Dependencies between the Returns on the Warsaw Stock Indices Using Time Varying Copulas
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Ryszard Doman - 99-111 A Coordinate Free Conditional Distributions in Multivariate GARCH Models
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Mateusz Pipień - 113-128 Using High Frequency Data to Testing for Jumps in Processes that Model Series from the Polish Financial Market
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Piotr Płuciennik - 129-137 Deepest Regression in Robust Estimation of AR and VAR Models
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Daniel Kosiorowski - 141-156 Pricing the WIG20 Index Options Using GARCH Models
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Piotr Fiszeder - 157-170 Detection of Nonlinear Autodependencies Using the Hiemstra-Jones Test
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Witold Orzeszko - 171-184 The Possibility of Using the M Smallest K-Simplexes Method for Forecasting Long and Intermediate Memory Time Series
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Jacek Szanduła - 185-194 The Warsaw Stock Exchange Indices Analysis: Trend or Difference Stationary in Medium and Small Samples
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Aleksandra Matuszewska-Janica & Dorota Witkowska - 197-208 The Term Structure of Interest Rates at the Polish Interbank Market. A VAR Approach
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Paweł Miłobędzki & Maria Blangiewicz - 209-224 Heterogenous Interest Rate Pass-Through for Thailand
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Grzegorz Szafrański - 225-236 Analysis and Evaluation of Mutual Funds Effectiveness Using ELECTRE Method
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Nina Łapińska –Sobczak & Marta Ostapowicz - 237-251 On Performance of Immunization Strategies in Setting of US Treasury Term Structure Data
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Alina Kondratiuk-Janyska & Marek Kałuszka
2009
- 11-21 Stock Price and Volume Relation at the Warsaw Stock Exchange
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Paweł Miłobędzki - 23-39 Testing for Second-Order LSTR Cointegration – Some Simulation and Empirical Results
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Joanna Bruzda - 41-58 The Impact of Conditional Skewness Assumption on the Relation between Risk and Return. Bayesian Analysis for WIG Data
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Mateusz Pipień - 59-69 Financial Applications of Random Matrix Theory – Covariance Matrix Filtering Techniques
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Małgorzata Snarska - 71-82 Forecasting Wholesale Electricity Prices: A Review of Time Series Models
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Rafał Weron - 85-100 Dynamics of Conditional Bivariate Distribution’s Shape Parameters: The Case of Central Europe Stock Market Returns
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Ryszard Doman - 101-110 Using Realized Volatility In Estimating Diffusion Models
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Piotr Płuciennik - 113-126 Foreign Currency Futures and Spot Market Dynamics: Specificity and Linkages
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Małgorzata Doman - 127-142 Bayesian Analysis of Options on WIG20 Index under Stochastic Volatility and Stochastic Interest Rates
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Anna Pajor - 145-155 Immunization Conditions and Immunization Risk for a Fixed-Income Portfolio
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Joanna Klimkowska - 157-171 Forecasting Portfolio Return Based on Bayesian Network Model
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Joanna Olbryś - 173-183 The Application of the Theory of Games for Purpose of Making a Choice of Portfolio
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Anna Sroczyńska-Baron - 185-201 Malliavin Calculus Approach to the Optimal Portfolio Choice in the Model with Vasicek (1977) Interest Rate
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Anna Gutkowska
2008
- 11-17 Financial Microeconometrics in Corporate Governance Studies
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Marek Gruszczyński - 19-31 Discounting Process and Perspective Projection
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Jerzy Jakubczyc - 33-41 Analysis of Profitability of Investment on the Stock Exchange in Case of Market Ratios
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Waldemar Tarczyński & Małgorzata Łuniewska - 45-53 Determinants of Liquidity of Firms Quoted at Warsaw Stock Exchange
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Władysław Milo & Maciej Wawruszczak - 55-70 Mutual Relationships between Economic Growth and Financial Market Development
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Iwona Bujnowicz & Wiesław Dębski - 73-87 Short-Term Combined Forecasts of Zloty/Euro Exchange Rate
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Piotr Wdowiński - 89-101 Constant Gain Learning as a Solution to the Forward Premium Puzzle in the Presence of Structural Breaks
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Marek Raczko - 103-120 An Econometric Evaluation of CIP and PPP
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Marcin Gajewski & Jakub Kowalski - 123-135 New Definition of the Average Rate of Return of a Group of Pension Funds
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Jacek Białek - 137-149 The Multicriterial Analysis of Mutual Funds Effectiveness in the Period of 2003-2006 with the Use of PROMETHEE and AHP Methods
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Nina Łapińska-Sobczak & Marta Ostapowicz - 151-160 Non-linearity and Mutual Fund Returns: a TAR Approach
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Anna Zamojska - 161-174 Modelling the Open Pension Funds: The Case of Poland. Evaluation of Market Strong Efficiency
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Kazimierz Krauze & Anna Krauze - 177-192 On a Bond Portfolio Guarantying a Minimal Return
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Alina Kondratiuk-Janyska & Marek Kałuszka - 193-204 Announcement Effects of Dividend Changes
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Barbara Będowska-Sójka
2007
- 9-23 Notes on Forecasting Equilibrium Interest Rates – Commercial Credit Market
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Władysław Milo & Magdalena Rutkowska - 11-24 Testing the Arbitrage Pricing Model with a Factor Garch Model for the Polish Stock Market
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Piotr Fiszeder - 11-26 Flexibility and Parsimony in Multivariate Financial Modelling : a Hybrid Bivariate DCC-SV Model
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Jacek Osiewalski & Anna Pajor - 25-40 Structural Breaks and Long Memory in the Volatility of Polish Exchange Rates
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Małgorzata Doman - 25-44 The Profitability of Simple Trading Strategies Exploiting the Forward Premium Bias in Foreign Exchange Markets and the Time Premium in Yield Curves
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Andres Vesilind - 27-43 Forecasting Stochastic Unit Root Models
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Magdalena Osińska - 41-60 A Note on the Dornbusch Overshooting Model under Nominal and Real Interest Rates
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Piotr Wdowiński - 45-55 The Market Ratios on Polish Capital Market – Application to Portfolio Analysis
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Waldemar Tarczyński & Małgorzata Łuniewska - 45-58 Forecasting the Dependence Between Polish Financial Returns
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Ryszard Doman - 59-78 Examination of the Term Structure of Interest Rates in Poland – Linear and Non-Linear Cointegration Analysis
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Joanna Bruzda & Dorota Górecka & Tomasz Koźliński - 61-67 A Note on the Market Model Specification when Stocks Markets Are Integrated
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Paweł Miłobędzki - 61-74 Are the Multifractal Properties of Exchange Rates Robust?
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Vahidin Jeleskovic - 69-83 The Isolation of Maximum Length Sub-periods in Which a Stock Return Series is Exhibiting Linear and Non-Linear Dependencies (Todea-Zoicas Algorithm)
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Alexandru Todea & Adrian Zoicas-Ienciu - 77-97 What Makes Speculators Trade More Often? Empirical Analysis of the TSE Data
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Timur Yusupov & Elena Yusupova - 79-91 Utility Function Approach in the Context of Immunization
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Alina Kondratiuk-Janyska & Marek Kałuszka - 85-98 Using Implied Volatility to Forecast Daily Realized Volatility of WIG20 Index
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Piotr Płuciennik - 93-106 Properties of the Duration Vector in the Polish and German Bonds’ Markets
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Agata Kliber - 99-110 Beta Estimation, Forecasting and Convergence
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Janusz Brzeszczyński & Jerzy Gajdka - 101-121 Bayesian Analysis and Forecasting of the Conditional Correlations Between Stock Index Returns with Multivariate SV Models
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Anna Pajor - 107-118 Bond’s Duration in Single-Factor Models for Short Rate
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Paweł Kliber - 111-123 The Interest Rate Pass-Through in Poland 1997–2005
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Grzegorz Szafrański - 119-131 The Polish Term Structure Versus Its Core Market Counterparts – A Comparative Analysis
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Marcin Stamirowski - 123-140 Bayesian Comparison of GARCH Processes with Asymmetric and Heavy Tailed Conditional Distributions
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Mateusz Pipień - 127-142 Inflation Expectations and Regime Shifts
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Matti Viren - 135-147 Pension Funds as a Factor Stimulating Development of the Capital Market in Poland
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Wiesław Dębski - 141-152 A Bayesian Inference About Simple STUR Models with GARCH Errors
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Jacek Kwiatkowski - 143-160 Estimation of Steady State Equilibrium Path for Polish Economy in Years 1990–2005
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Stanisław Kluza & Sebastian Stolorz - 149-161 Decomposing Value-at-Risk: The Case of a Fund of Funds Portfolio
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Joanna Olbryś - 153-164 Bayesian Pricing of European Call Options on the WIG20 Index
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Maciej Kostrzewski - 163-173 An Analysis of Distributions of Rates of Return for Investment Funds
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Anna Zamojska - 167-178 A Generalization of the Stability of Equilibrium in a Repeated Game
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Ilie Parpucea - 175-189 Automatic Trading Agent. RMT based Portfolio Selection–Theoretical Aspects
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Małgorzata Snarska - 179-186 The Relationship between Stock Market and Economic Growth in Developing Economies: An Econometric Analysis on Nigeria
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Mete Feridun & Tokunbo Simbowale Osinubi - 187-197 Forecasting the Returns Based on the Panel Data Estimation Methods
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Ewa Majerowska - 191-201 Improving Portfolio Efficiency by Including Index Options. Empirical Examples Using Wig20 Index Options
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Mateusz Knop & Nina Łapińska-Sobczak - 205-225 Investigation of the Wave Nature of the Ukrainian Stock Market
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Olena Rayevnyeva & Kostyantyn Stryzhychenko - 227-240 One Factor Risk Model and Capital Requirements for Credit Risk in the New Capital Accord
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Adam Frok
2006
- 15-25 The Foreign Exchange and the Market Microstructure of the Polish Zloty
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Stanisław Kluza & Andrzej Sławiński - 15-35 Bayes Factors for Bivariate GARCH and SV Models
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Jacek Osiewalski & Anna Pajor & Mateusz Pipień - 27-44 Behavioral Finance and Its Applications on Decision-Making in Financial Markets
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Philippe De Brouwer - 37-48 A Bayesian Analysis of Stur Models
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Jacek Kwiatkowski - 45-59 Can the Dividend Yield Strategies Beat the Market? Evidence from the Polish Stock Market 1994-2004
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Janusz Brzeszczyński & Jerzy Gajdka - 49-66 VECM-TSV Models for Two Polish Official Exchange Rates
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Anna Pajor - 61-70 An Analysis from Some Stock Exchange Indexes in Relation to Market Ratios
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Waldemar Tarczyński & Małgorzata Łuniewska - 67-80 Application of Bayesian Inference in Value-at-Risk Forecasting with the Use of Conditionally Asymmetric and Fat-Tailed GARCH Models
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Mateusz Pipień - 71-86 Investments Funds in Poland and Worldwide
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Wiesław Dębski - 81-96 Bayesian Inference on Discretely Sampled Itô Processes
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Maciej Kostrzewski - 89-100 Bond Potrfolio Immunization in Arbitrage Free Models
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Alina Kondratiuk-Janyska & Marek Kaluszka - 99-120 Online Testing of Switching Volatility
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by David Bock - 101-111 Yield Rate on a Callable Zero-Coupon Bond
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Joanna Klimkowska - 113-128 Risk-Return Profile of the Investors on the Polish Treasury Bond Market
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Marcin Stamirowski - 121-135 Modeling the Realized Volatility with ARFIMA and Unobserved Component Models: Results from the Polish Financial Market
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Małgorzata Doman - 129-139 R&D Portfolio Selection Based on Conditional Stochastic Dominance
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Grażyna Trzpiot - 137-151 Forecasting the Conditional Skewness and Kurtosis of the Polish Financial Returns
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Ryszard Doman - 143-154 Notes on Forecasting Real Equlibrium Exchange Rates of PLN against USD
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Władysław Milo & Magdalena Rutkowska - 155-168 Optimal Futures Hedging Decisions in Fractionally Cointegrated Markets
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Piotr Humeńczuk - 155-172 Modeling and Forecasting Exchange Rates: A Monetary Approach
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Piotr Wdowiński & Aneta Zglińska-Pietrzak - 169-181 Quasi-Monte Carlo Method in Pricing Barrier Options
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Tomasz Oczadły - 173-185 Determinants of Exchange Rate of Slovak Crown Against Polish Zloty - Dornbusch Monetary Model
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Eva Rublikova & Magdalena Rutkowska - 183-205 The Cost-of-Carry Model for the FW20 Futures Contracts: Threshold Cointegration Framework
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Joanna Bruzda - 187-202 Exchange rate Modeling - A Fundamental Analysis for Poland
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Kazimierz Krauze - 203-218 Interbank Market under the Currency Board: case of Lithuania
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Marius Jurgilas - 209-220 Modeling and Predicting Japanese Stock Returns Based on the ARFIMA-FIGARCH
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Jun Nagayasu - 221-239 Asymmetry in the Adjustment of Main Capital Market Indices in Poland
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Paweł Miłobędzki - 221-243 Macroeconomic Effects of a Monetary Union Enlargement: Theoretical Analysis in the Framework of Linear-Quadratic Differential Games
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Joseph Plasmans & Jacob Engwerda & Bas van Aarle & Tomasz Michalak - 241-255 Test of the CAPM Model with Time-Varying Covariances for the Polish Stock Market
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Piotr Fiszeder - 245-256 Monetary an Fiscal Policies for Slovenia an the Road to Full Monetary Integration
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Klaus Weyerstrass - 257-271 Measuring Human capital in Poland
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Grzegorz Szafrański - 257-274 Detecting Nonlinear Causality at Financial Markets
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Magdalena Osińska & Witold Orzeszko - 273-288 Europe of One Price?
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Jakub Kowalski - 275-283 Analysis of Influence of Russian Stock Market Onto Ukrainian Stock Market
In: FindEcon Monograph Series: Advances in Financial Market Analysis
by Kostyantyn Stryzhychenko
2005
- 5-25 Are Leading Indicators a Useful Tool for Predicting Business Cycles? The Polish Experience
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets
by Władysław Milo & Zuzanna Wośko - 13-27 Forecasting the Polish Stock Market Volatility with Markov Switching GARCH Models
In: Forecasting Financial Markets. Theory and Applications
by Ryszard Doman - 27-53 Financial Markets and Economic Growth in Poland: Simulations with an Econometric Model
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets
by Piotr Wdowiński - 29-42 Forecasting the Volatility of the Polish Stock Index - WIG20
In: Forecasting Financial Markets. Theory and Applications
by Piotr Fiszeder - 43-55 The Application of Error Correction Model in Forecasting Market Volatility on Emerging Currency Options Markets
In: Forecasting Financial Markets. Theory and Applications
by Piotr Mielus - 55-68 Taylor-type Rules in Poland: A Historical Analysis of Monetary Policy
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets
by Jarosław Janecki - 57-70 The Determinants of Stock Return Volatility on the Ukrainian Emerging Financial Market: a GARCH Approach
In: Forecasting Financial Markets. Theory and Applications
by Jerzy Stelmach - 69-86 Economic Policy Decisions in the Perspective of the European Accession: A Simulation Approach
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets
by Grzegorz Szafrański - 71-84 How Well Do Models of Stock Market Volatility Forecast at Longer Horizons?
In: Forecasting Financial Markets. Theory and Applications
by Burkhard Raunig - 87-96 An Attempt to Assess the Effectiveness of the Fundamental Securities Portfolio Constructed on the Basis of Forecasts
In: Forecasting Financial Markets. Theory and Applications
by Waldemar Tarczyński & Małgorzata Łuniewska - 87-97 The Russian Central Bank as a Monetary Targeter? An Empirical Analysis
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets
by Christian Merkl & Lúcio Vinhas de Souza - 97-106 How to Immunize a Defaultable Bond Portfolio?
In: Forecasting Financial Markets. Theory and Applications
by Alina Kondratiuk-Janyska & Marek Kałuszka - 101-113 Short Sales at Warsaw Stock Exchange: Present Experience and Some Simulations
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets
by Iwona Konarzewska - 107-116 The Portfolio of Risky Investments Based on the AHP
In: Forecasting Financial Markets. Theory and Applications
by Wojciech Zatoń - 115-127 The Warsaw Stock Exchange Index WIG: Modeling and Forecasting
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets
by Piotr Wdowiński & Aneta Zglińska-Pietrzak - 119-133 The Slovenian Stock Market Index (SBI20 Slovenski Borzni Index) from the Aspect of Frequency Domain
In: Forecasting Financial Markets. Theory and Applications
by Aleša Lotrič Dolinar - 129-142 Forecasting Returns Using Threshold Models
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets
by Monika Jeziorska-Pąpka & Magdalena Osińska & Maciej Witkowski - 135-146 Modeling and Forecasting the Volatility of Thin Emerging Stock Markets: The Case of Bulgaria
In: Forecasting Financial Markets. Theory and Applications
by Plamen Patev & Nigokhos Kanaryan - 145-156 Notes on Forecasting Nominal Equilibrium Exchange Rates of PLN Against USD
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets
by Władysław Milo & Magdalena Rutkowska - 149-157 Maximum Likelihood Estimation of Stochastic Unit Root Models with GARCH Disturbances
In: Forecasting Financial Markets. Theory and Applications
by Jacek Kwiatkowski - 157-175 The Co-movement Between Returns of Foreign Exchange Rates in the Central European Countries
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets
by Małgorzata Doman - 159-176 An Application of Neural Networks to Find Risky Credit Positions and Forecasting Consumer Loans Default Situation
In: Forecasting Financial Markets. Theory and Applications
by Przemysław Garsztka & Maciej Kokorniak - 177-190 The Generalization of Net Present Value Calculations
In: Forecasting Financial Markets. Theory and Applications
by Jacek Białek - 177-193 Non-linearity and the Purchasing Power Parity Hypothesis for Exchange Rate JPY/USD
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets
by Joanna Bruzda & Tomasz, Koźliński - 195-209 Exchange Rates: Predictable but not Explainable? Data Mining with Leading Indicators and Technical Trading Rules
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets
by Bernd Brandl - 213-227 Bayesian Analysis of Dynamic Conditional Correlation Using Bivariate GARCH Models
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets
by Jacek Osiewalski & Mateusz Pipień - 229-249 Bayesian Analysis of Stochastic Volatility Model and Portfolio Allocation
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets
by Anna Pajor - 251-269 Dynamic Bayesian Inference in GARCH Processes with Skewed-t and Stable Conditional Distributions
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets
by Mateusz Pipień
2004
- 5-21 Ranking of Opened-end Pension Funds (OPF) - Forecasts for 2004-2005
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets
by Dorota Miszczyńska - 23-41 Risk Factors of Capital Market in Poland
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets
by Piotr Wdowiński & Daniel Wrzesiński - 43-53 Development of Life and Non-Life Insurance in Poland in the Years 1990-2000 as an Element of the Capital Market
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets
by Stanisław Wieteska - 57-78 On the Risk of Currency Crisis
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets
by Władysław Milo & Zuzanna Kozera - 79-94 Non-Linear Integration and Cointegration. Testing an Example of Verification of the PPP Hypothesis
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets
by Joanna Bruzda - 95-108 The Use of Yield Spread in Economy Activity and Inflation Process Research
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets
by Jarosław Janecki - 109-121 Real Exchange Rate Analysis
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets
by Władysław Milo & Daniel Wrzesiński - 123-133 Wavelet Methods for Detecting Long-Run Dependence of Stock Indexes and Exchange Rates
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets
by Michał Stachura - 137-152 The Arbitrage at the Interest Rate Market (the Example of the FRA and the Bond Markets)
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets
by Stanisław Kluza & Andrzej Sławiński - 153-167 Empirical Model of the Exchange Rate Policy in Poland 1995-2002
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets
by Robert Kelm - 171-189 Classical, Fundamental and Horizontally Diversified Portfolios - a Comparative Aanalysis
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets
by Waldemar Tarczyński & Małgorzata Łuniewska - 191-202 On Duration-Dispersion Strategies for Portfolio Immunization
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets
by Marek Kałuszka & Alina Kondratiuk-Janyska - 203-215 Dynamic Asset Allocation - Markowitz Model
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets
by Piotr Fiszeder - 219-238 Bayesian Pricing of an European Call Option Using a GARCH Model with Asymmetries
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets
by Jacek Osiewalski & Mateusz Pipień - 239-254 Liquidity Analysis of Stocks in WARSET - Time
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets
by Przemysław Garsztka & Przemysław Matuszewski & Karol Wieloch - 255-271 One-Factor Interest Rate Models - Evaluation of Usefulness for Pricing and Analysis of Investors' Expectations
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets
by Marcin Stamirowski - 275-290 Analytical Methods for Multivariate alfa-Stable Distributions Using Spherical Harmonics
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets
by Marek Łażewski & Krzysztof Zator - 291-309 Forecasting Polish Stock Indices Volatility Using GARCH Models and High Frequency Data
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets
by Małgorzata Doman - 311-328 Application of High-Frequency Data in Forecasting Polish Stock Indices by Means of Stochastic Volatility Models
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets
by Ryszard Doman - 331-346 Application of a Local Polynomial Approximation Chaotic Time Series Prediction
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets
by Witold Orzeszko - 347-360 DEA Analysis of the Polish Stock Market
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets
by Grzegorz Szafrański
2003
- 3-13 Forecasting Capital Markets
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 166/2003 - Modern Methods of Analysis and Forecasting Financial Markets
by Władysław Milo - 15-35 Princing of Selected Transactions Including Options and Monte Carlo Sensitivity Analysis
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 166/2003 - Modern Methods of Analysis and Forecasting Financial Markets
by Iwona Konarzewska - 37-50 Forecasting the Daily Volatility Defined with High-Frequency Data for the Stock Index WIG
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 166/2003 - Modern Methods of Analysis and Forecasting Financial Markets
by Magłorzata Doman & Ryszard Doman - 51-61 Spot Rate Models on the Polish Market
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 166/2003 - Modern Methods of Analysis and Forecasting Financial Markets
by Witold Szczepaniak - 63-83 Using Holder Function in Modeling of Stock Prices at the Warsaw Stock Exchange
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 166/2003 - Modern Methods of Analysis and Forecasting Financial Markets
by Michał Pietrzak - 85-99 Outline of the Model of the Bank Sector in a Closed Economy
In: Acta Universitatis Lodziensis. Folia Oeconomica nr 166/2003 - Modern Methods of Analysis and Forecasting Financial Markets
by Jan Gadomski