3
H index
1
i10 index
63
Citations
Narodowy Bank Polski (50% share) | 3 H index 1 i10 index 63 Citations RESEARCH PRODUCTION: 13 Articles 12 Papers 1 Books 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ryszard Kokoszczyński. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Ekonomia journal | 3 |
Working Papers Series with more than one paper published | # docs |
---|---|
Working Papers / Faculty of Economic Sciences, University of Warsaw | 9 |
Year | Title of citing document |
---|---|
2022 | Toward 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. Full description at Econpapers || Download paper |
2023 | Quantile 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 |
2023 | A 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 |
2022 | Preference 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. Full description at Econpapers || Download paper |
2022 | COVID-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. Full description at Econpapers || Download paper |
2022 | When 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. Full description at Econpapers || Download paper |
2022 | Extreme 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. Full description at Econpapers || Download paper |
2022 | Bubbles 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. Full description at Econpapers || Download paper |
2022 | An 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. Full description at Econpapers || Download paper |
2023 | Dissecting 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 |
2022 | High-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. Full description at Econpapers || Download paper |
2022 | Using 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. Full description at Econpapers || Download paper |
2022 | Effects 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. Full description at Econpapers || Download paper |
2022 | Hyperinflation, 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. Full description at Econpapers || Download paper |
2022 | Roles 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. Full description at Econpapers || Download paper |
2022 | Central 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. Full description at Econpapers || Download paper |
2022 | CENTRAL 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. Full description at Econpapers || Download paper |
2022 | Herding 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. Full description at Econpapers || Download paper |
2022 | Time 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. Full description at Econpapers || Download paper |
2022 | Liquidity 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|
Year | Title | Type | Cited |
---|---|---|---|
2001 | Structural changes in the Polish banking industry - three dimensions of consolidation processes in an emerging economy In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 3 |
2014 | Does historical VIX term structure contain valuable information for predicting VIX futures? In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 2 |
2002 | Poland Before the Euro In: Journal of Public Policy. [Full Text][Citation analysis] | article | 0 |
2019 | Shock transmission in the cryptocurrency market. Is Bitcoin the most influential? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 37 |
2020 | Striking a balance: Optimal tax policy with labor market duality In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
2017 | Striking 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 | |
2020 | Striking 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 | |
2017 | Striking 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 | |
2012 | Volatility Measurement, Modeling and ForecastingâAn Overview of the Literature In: Ekonomia journal. [Full Text][Citation analysis] | article | 0 |
2014 | Wycena opcji na VIX â podejscie heurystyczne In: Ekonomia journal. [Full Text][Citation analysis] | article | 0 |
2016 | The 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] | article | 0 |
In: . [Full Text][Citation analysis] | article | 0 | |
2020 | Populism, Economic Policies and Central Banking In: SUERF Studies. [Full Text][Citation analysis] | book | 2 |
1998 | Financial Inflows to Poland, 1990ââ¬â96 In: Empirica. [Full Text][Citation analysis] | article | 1 |
2019 | Guest editorial: Special post-conference section on the shadow economy, tax evasion and informal labour In: International Tax and Public Finance. [Full Text][Citation analysis] | article | 0 |
2005 | Structural Econometric Models in Forecasting Inflation at the National Bank of Poland In: NBP Working Papers. [Full Text][Citation analysis] | paper | 5 |
2017 | Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options In: Central European Economic Journal. [Full Text][Citation analysis] | article | 1 |
1988 | Lapproche Systemique dans la Geomorphologie: Exemple du Developpement des Processus Dabrasion In: Miscellanea Geographica. Regional Studies on Development. [Full Text][Citation analysis] | article | 0 |
2010 | Option Pricing Models with HF Data ââ¬â a Comparative Study. The Properties of Black Model with Different Volatility Measures In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | Midquotes or Transactional Data? The Comparison of Black Model on HF Data In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Does historical volatility term structure contain valuable in-formation for predicting volatility index futures? In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | Simple heuristics for pricing VIX options In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Options delta hedging with no options at all In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Corporate governance, tax evasion and business cycles In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Central bank independence and inflationâOld story told anew In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team