3
H index
1
i10 index
86
Citations
Ryszard Kokoszczyński : Citation Profile
Narodowy Bank Polski (50% share) | RESEARCH PRODUCTION: 15 Articles 12 Papers 1 Books 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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36 years (1988 - 2024). Relations with other researchers
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:
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Main data
Where Ryszard Kokoszczyński has published?
| Journals with more than one article published | # docs |
|---|---|
| Ekonomia journal | 3 |
| Central European Economic Journal | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Faculty of Economic Sciences, University of Warsaw | 9 |
Recent works citing Ryszard Kokoszczyński (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Heterogeneity, Jumps and Co-Movements in Transmission of Volatility Spillovers Among Cryptocurrencies. (2025). Maria, Tantoula ; Manolis, Tzagarakis ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:29:y:2025:i:5:p:621-649:n:1002. Full description at Econpapers || Download paper |
| 2024 | Unveiling Interconnectedness and Volatility Transmission: A Novel GARCH Analysis of Leading Global Cryptocurrencies. (2024). Kushwah, Silky Vigg ; Hundal, Shab ; Goel, Payal. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-03-16. Full description at Econpapers || Download paper |
| 2024 | Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Hasan, Mudassar ; Bouri, Elie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928. Full description at Econpapers || Download paper |
| 2025 | A note on the relationship between Bitcoin price and sentiment: New evidence obtained from a cryptocurrency heist. (2025). Ashton, John ; Manahov, Viktor ; Li, Mingnan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000725. Full description at Econpapers || Download paper |
| 2024 | Unraveling Bitcoin price unpredictability: The role of hard forks. (2024). , Thomas. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005945. Full description at Econpapers || Download paper |
| 2024 | The asymmetric effects of upside and downside risks in cryptocurrency markets: Insights from the LUNA and FTX crises. (2024). Gou, Shangde ; Julaiti, Jiansuer ; Aibai, Abuduwali. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007803. Full description at Econpapers || Download paper |
| 2024 | Information spillover among cryptocurrency and traditional financial assets: Evidence from complex networks. (2024). Yu, Xiaoling ; Cifuentes-Faura, Javier. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:646:y:2024:i:c:s0378437124004126. Full description at Econpapers || Download paper |
| 2025 | Dynamic cross-correlation in emerging cryptocurrency market. (2025). Ma, Jiahao ; Zhang, Jiu ; Xiong, Long ; Jiang, Xiongfei ; Zheng, BO ; Jin, Lifu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:668:y:2025:i:c:s0378437125002201. Full description at Econpapers || Download paper |
| 2024 | Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets. (2024). Bassil, Charbel ; Kassamany, Talie ; Baz, Roland ; Harb, Etienne. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-022-10318-7. Full description at Econpapers || Download paper |
| 2025 | The impact of central bank independence and transparency on banks non-performing loans and economic stability. (2025). Hu, Wansu ; Ezeani, Ernest ; Kwabi, Frank ; Mamoon, Abdullah. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:1:d:10.1057_s41261-024-00237-y. Full description at Econpapers || Download paper |
| 2024 | Return-Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis. (2024). GUPTA, RANGAN ; Karmakar, Sayar ; Foglia, Matteo ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202432. Full description at Econpapers || Download paper |
| 2024 | Intraday spillovers in high-order moments among main cryptocurrency markets: the role of uncertainty indexes. (2024). Kang, Sang Hoon ; Ko, Hee-Un ; Kumar, Anoop S ; Mensi, Walid. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:2:d:10.1007_s40822-024-00263-1. Full description at Econpapers || Download paper |
| 2024 | Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns. (2024). Cepni, Oguzhan ; Serbest, Ozge ; Akyildirim, Erdinc ; Aysan, Ahmet Faruk. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:14:p:1577-1613. Full description at Econpapers || Download paper |
| 2024 | Navigating Global Uncertainty: Examining the Effect of Geopolitical Risks on Cryptocurrency Prices and Volatility in a Markov-Switching Vector Autoregressive Model. (2024). Buthelezi, Eugene Msizi. In: International Economic Journal. RePEc:taf:intecj:v:38:y:2024:i:4:p:564-590. Full description at Econpapers || Download paper |
| 2024 | Volatility spillovers, hedging and safeâhavens under pandemics: All that glitters is not gold!. (2024). Nasir, Muhammad Ali ; Huynh, Luu Duc Toan ; Ghabri, Yosra ; Toan, Luu Duc. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1318-1344. Full description at Econpapers || Download paper |
Ryszard Kokoszczyński has edited the books:
| Year | Title | Type | Cited |
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Works by Ryszard Kokoszczyński:
| 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 | 59 |
| 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 nother 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 nother 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 nother version. Agregated cites: 0 | paper | |
| 2024 | Making monetary policy in Poland: Are Polish hawks and doves different? In: European Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 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 |
| 2016 | The impact of banking concentration on firm leverage in emerging markets In: International Journal of Emerging Markets. [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, 1990â¬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 |
| 2017 | Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options.(2017) In: Central European Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 1988 | Lapproche Systémique dans la Géomorphologie: Exemple du Développement des Processus Dabrasion In: Miscellanea Geographica. Regional Studies on Development. [Full Text][Citation analysis] | article | 0 |
| 2010 | Option Pricing Models with HF Data 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 | 6 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated October, 21 2025. Contact: CitEc Team