3
H index
1
i10 index
75
Citations
Ryszard Kokoszczyński : Citation Profile
Narodowy Bank Polski (50% share) | RESEARCH PRODUCTION: 13 Articles 12 Papers 1 Books 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
32 years (1988 - 2020). 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:
| Cites to:
|
Main data
Where Ryszard Kokoszczyński has published?
| 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 |
Recent works citing Ryszard Kokoszczyński (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 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 |
| 2024 | Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Bouri, Elie ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928. Full description at Econpapers || Download paper |
| 2023 | On 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 |
| 2023 | Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants. (2023). Jalkh, Naji ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004313. Full description at Econpapers || Download paper |
| 2023 | GameFi: The perfect symbiosis of blockchain, tokens, DeFi, and NFTs?. (2023). Schweizer, Denis ; Sevigny, Stephane ; Proelss, Juliane. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004325. 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 |
| 2023 | Deciphering the cryptocurrency conundrum: Investigating speculative characteristics and volatility. (2023). Aliu, Florin ; Bajra, Ujkan Q. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009613. Full description at Econpapers || Download paper |
| 2023 | Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:1-13. Full description at Econpapers || Download paper |
| 2023 | Interconnectedness 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 |
| 2023 | Attention allocation and cryptocurrency return co-movement: Evidence from the stock market. (2023). Urquhart, Andrew ; Shen, Dehua ; Hu, Yitong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:1173-1185. Full description at Econpapers || Download paper |
| 2024 | Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets. (2024). Kassamany, Talie ; Bassil, Charbel ; Harb, Etienne ; Baz, Roland. 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 |
| 2024 | . Full description at Econpapers || Download paper |
Ryszard Kokoszczyński has edited the books:
| Year | Title | Type | Cited |
|---|
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 | 49 |
| 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 | |
| 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 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 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. Last updated November, 3 2024. Contact: CitEc Team