Ryszard Kokoszczyński : Citation Profile


Are you Ryszard Kokoszczyński?

Narodowy Bank Polski (50% share)
Uniwersytet Warszawski (50% share)

3

H index

1

i10 index

65

Citations

RESEARCH PRODUCTION:

13

Articles

12

Papers

1

Books

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   32 years (1988 - 2020). See details.
   Cites by year: 2
   Journals where Ryszard Kokoszczyński has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pko306
   Updated: 2024-01-16    RAS profile: 2023-11-08    
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Relations with other researchers


Works with:

Mbara, Gilbert (2)

Tyrowicz, Joanna (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ryszard Kokoszczyński.

Is cited by:

Łyziak, Tomasz (3)

Ślepaczuk, Robert (3)

Vidal-Tomás, David (2)

Ante, Lennart (2)

Elsayed, Ahmed (2)

Lättemäe, Raoul (2)

Vo, Xuan Vinh (2)

Demir, Ender (2)

Mokni, Khaled (1)

Gibson, Heather (1)

Bouri, Elie (1)

Cites to:

schneider, friedrich (7)

de Haan, Jakob (7)

Krueger, Dirk (6)

Wu, Liuren (6)

Holter, Hans (6)

merton, robert (5)

Galí, Jordi (5)

Chiarini, Bruno (5)

Bozio, Antoine (5)

Brière, Marie (5)

Tetlow, Gemma (5)

Main data


Where Ryszard Kokoszczyński has published?


Journals with more than one article published# docs
Ekonomia journal3

Working Papers Series with more than one paper published# docs
Working Papers / Faculty of Economic Sciences, University of Warsaw9

Recent works citing Ryszard Kokoszczyński (2024 and 2023)


YearTitle of citing document
2023Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205.

Full description at Econpapers || Download paper

2023A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071.

Full description at Econpapers || Download paper

2023On the topology of cryptocurrency markets. (2023). Dotko, Pawe ; Rudkin, Wanling. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002752.

Full description at Econpapers || Download paper

2023Dissecting the Terra-LUNA crash: Evidence from the spillover effect and information flow. (2023). Lee, Yunyoung. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007668.

Full description at Econpapers || Download paper

2023Interconnectedness between healthcare tokens and healthcare stocks: Evidence from a quantile VAR approach. (2023). Yousaf, Imran ; Pham, Linh ; Goodell, John W. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:271-283.

Full description at Econpapers || Download paper

Ryszard Kokoszczyński has edited the books:


YearTitleTypeCited

Works by Ryszard Kokoszczyński:


YearTitleTypeCited
2001Structural changes in the Polish banking industry - three dimensions of consolidation processes in an emerging economy In: BIS Papers chapters.
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chapter3
2014Does historical VIX term structure contain valuable information for predicting VIX futures? In: Dynamic Econometric Models.
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article2
2002Poland Before the Euro In: Journal of Public Policy.
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article0
2019Shock transmission in the cryptocurrency market. Is Bitcoin the most influential? In: International Review of Financial Analysis.
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article39
2020Striking a balance: Optimal tax policy with labor market duality In: Journal of Macroeconomics.
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article0
2017Striking a balance: optimal tax policy with labor market duality.(2017) In: GRAPE Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2020Striking a Balance: Optimal Tax Policy with Labor Market Duality.(2020) In: IZA Discussion Papers.
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This paper has nother version. Agregated cites: 0
paper
2017Striking a balance: optimal tax policy with labor market duality.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2012Volatility Measurement, Modeling and Forecasting—An Overview of the Literature In: Ekonomia journal.
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article0
2014Wycena opcji na VIX – podejscie heurystyczne In: Ekonomia journal.
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article0
2016The evolution of the Laffer curve as a framework for studying tax evasion: from simple theoretical to DSGE models In: Ekonomia journal.
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article0
In: .
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article0
2020Populism, Economic Policies and Central Banking In: SUERF Studies.
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book2
1998Financial Inflows to Poland, 1990–96 In: Empirica.
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article1
2019Guest editorial: Special post-conference section on the shadow economy, tax evasion and informal labour In: International Tax and Public Finance.
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article0
2005Structural Econometric Models in Forecasting Inflation at the National Bank of Poland In: NBP Working Papers.
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paper5
2017Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options In: Central European Economic Journal.
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article1
1988Lapproche Systemique dans la Geomorphologie: Exemple du Developpement des Processus Dabrasion In: Miscellanea Geographica. Regional Studies on Development.
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article0
2010Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures In: Working Papers.
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paper1
2010Midquotes or Transactional Data? The Comparison of Black Model on HF Data In: Working Papers.
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paper2
2010Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options In: Working Papers.
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paper0
2014Does historical volatility term structure contain valuable in-formation for predicting volatility index futures? In: Working Papers.
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paper1
2014Simple heuristics for pricing VIX options In: Working Papers.
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paper0
2014Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies In: Working Papers.
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paper0
2014Options delta hedging with no options at all In: Working Papers.
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paper0
2018Corporate governance, tax evasion and business cycles In: Working Papers.
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paper0
2020Central bank independence and inflation—Old story told anew In: International Journal of Finance & Economics.
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article5

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