Ryszard Kokoszczyński : Citation Profile

Are you Ryszard Kokoszczyński?

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

3

H index

1

i10 index

63

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: 1
   Journals where Ryszard Kokoszczyński has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pko306
   Updated: 2023-11-04    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:

Ślepaczuk, Robert (3)

Łyziak, Tomasz (3)

Ante, Lennart (2)

Elsayed, Ahmed (2)

Demir, Ender (2)

Lättemäe, Raoul (2)

Vidal-Tomás, David (2)

Vo, Xuan Vinh (2)

Fernandez Bariviera, Aurelio (1)

Budnik, Katarzyna (1)

Al-Shboul, Mohammad (1)

Cites to:

schneider, friedrich (7)

de Haan, Jakob (7)

Holter, Hans (6)

Krueger, Dirk (6)

Wu, Liuren (6)

Brière, Marie (5)

Tetlow, Gemma (5)

Galí, Jordi (5)

Chiarini, Bruno (5)

merton, robert (5)

Gertler, Mark (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 (2023 and 2022)

YearTitle of citing document
2022Toward a green economy: the role of central banks asset purchases. (2022). Nispi Landi, Valerio ; Ferrari, Alessandro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1358_22.

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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.

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2022Preference heterogeneity in Bitcoin and its forks network. (2022). Ahn, Kwangwon ; Ha, Chang Yong ; Kim, Hyeonoh. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:164:y:2022:i:c:s0960077922008980.

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2022COVID-19 related media sentiment and the yield curve of G-7 economies. (2022). Vo, Xuan Vinh ; Azman, Mukhriz Izraf ; Umar, Zaghum ; Aharon, David Y. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s106294082200033x.

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2022When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic. (2022). Mokni, Khaled ; Assaf, Ata ; Al-Shboul, Mohammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002630.

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2022Extreme tail network analysis of cryptocurrencies and trading strategies. (2022). Naeem, Muhammad Abubakr ; Ahmad, Tanveer ; Bouri, Elie ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001872.

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2022Bubbles and crashes in cryptocurrencies: Interdependence, contagion, or asset rotation?. (2022). Elsayed, Ahmed H ; Damianov, Damian S ; Shahedur, MD. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004700.

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2022An empirical study of risk diffusion in the cryptocurrency market based on the network analysis. (2022). Wu, Xin ; Yang, Ming-Yuan. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322003890.

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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.

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2022High-frequency connectedness between Bitcoin and other top-traded crypto assets during the COVID-19 crisis. (2022). Ziba, Damian ; Yarovaya, Larisa ; Katsiampa, Paraskevi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000610.

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2022Using transfer entropy to measure information flows between cryptocurrencies. (2022). Demir, Ender ; Bilgin, Mehmet ; Assaf, Ata. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:586:y:2022:i:c:s0378437121007573.

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2022Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks. (2022). Agan, Busra ; Ozdemir, Huseyin ; Balcilar, Mehmet. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:604:y:2022:i:c:s0378437122005696.

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2022Hyperinflation, Optimal Currency Scopes, and a Cryptocurrency Alternative to Dollarization. (2022). Gordon, Steven R ; Marthinsen, John E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:161-173.

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2022Roles of stable versus nonstable cryptocurrencies in Bitcoin market dynamics. (2022). Ftiti, Zied ; el Ouakdi, Jihene ; Brik, Hatem. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001088.

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2022Central bank digital currencies: An agenda for future research. (2022). Nasir, Muhammad Ali ; Elsayed, Ahmed H. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001246.

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2022CENTRAL BANK INDEPENDENCE AND PRICE STABILITY UNDER ALTERNATIVE POLITICAL REGIMES: A GLOBAL EVIDENCE. (2022). Opuala-Charles, Silva ; Udeaja, Elias A ; Salisu, Afees A. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:25:y:2022:i:2b:p:155-172.

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2022Herding in different states and terms: evidence from the cryptocurrency market. (2022). Mahmood, Syed Riaz. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:4:d:10.1057_s41260-022-00265-1.

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2022Time connectedness of fear. (2022). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:3:d:10.1007_s00181-021-02056-w.

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2022Liquidity connectedness in cryptocurrency market. (2022). Hussain, Syed Jawad ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar ; Vo, Xuan Vinh. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00308-3.

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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.
[Full Text][Citation analysis]		chapter3
2014Does historical VIX term structure contain valuable information for predicting VIX futures? In: Dynamic Econometric Models.
[Full Text][Citation analysis]		article2
2002Poland Before the Euro In: Journal of Public Policy.
[Full Text][Citation analysis]		article0
2019Shock transmission in the cryptocurrency market. Is Bitcoin the most influential? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article37
2020Striking a balance: Optimal tax policy with labor market duality In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article0
2017Striking a balance: optimal tax policy with labor market duality.(2017) In: GRAPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2020Striking a Balance: Optimal Tax Policy with Labor Market Duality.(2020) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2017Striking a balance: optimal tax policy with labor market duality.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2012Volatility Measurement, Modeling and Forecasting—An Overview of the Literature In: Ekonomia journal.
[Full Text][Citation analysis]		article0
2014Wycena opcji na VIX – podejscie heurystyczne In: Ekonomia journal.
[Full Text][Citation analysis]		article0
2016The evolution of the Laffer curve as a framework for studying tax evasion: from simple theoretical to DSGE models In: Ekonomia journal.
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
2020Populism, Economic Policies and Central Banking In: SUERF Studies.
[Full Text][Citation analysis]		book2
1998Financial Inflows to Poland, 1990–96 In: Empirica.
[Full Text][Citation analysis]		article1
2019Guest editorial: Special post-conference section on the shadow economy, tax evasion and informal labour In: International Tax and Public Finance.
[Full Text][Citation analysis]		article0
2005Structural Econometric Models in Forecasting Inflation at the National Bank of Poland In: NBP Working Papers.
[Full Text][Citation analysis]		paper5
2017Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options In: Central European Economic Journal.
[Full Text][Citation analysis]		article1
1988Lapproche Systemique dans la Geomorphologie: Exemple du Developpement des Processus Dabrasion In: Miscellanea Geographica. Regional Studies on Development.
[Full Text][Citation analysis]		article0
2010Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures In: Working Papers.
[Full Text][Citation analysis]		paper1
2010Midquotes or Transactional Data? The Comparison of Black Model on HF Data In: Working Papers.
[Full Text][Citation analysis]		paper2
2010Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options In: Working Papers.
[Full Text][Citation analysis]		paper0
2014Does historical volatility term structure contain valuable in-formation for predicting volatility index futures? In: Working Papers.
[Full Text][Citation analysis]		paper1
2014Simple heuristics for pricing VIX options In: Working Papers.
[Full Text][Citation analysis]		paper0
2014Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies In: Working Papers.
[Full Text][Citation analysis]		paper0
2014Options delta hedging with no options at all In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Corporate governance, tax evasion and business cycles In: Working Papers.
[Full Text][Citation analysis]		paper0
2020Central bank independence and inflation—Old story told anew In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article5

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