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Details about Barbara Będowska-Sójka

Homepage:http://ue.poznan.pl/pl/uniwersytet,c13/wydzialy,c18/wydzial-informatyki-i-gospodarki-elektronicznej,
Workplace:Uniwersytet Ekonomiczny w Poznaniu (Poznan University of Economics), (more information at EDIRC)

Access statistics for papers by Barbara Będowska-Sójka.

Last updated 2020-10-09. Update your information in the RePEc Author Service.

Short-id: pbe727


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Journal Articles

2020

  1. What is the best proxy for liquidity in the presence of extreme illiquidity?
    Emerging Markets Review, 2020, 43, (C) Downloads

2019

  1. Risk Transmission Between Sovereign Credit Default Swaps and Government Bonds During the Global Financial Crisis. The Case of the Czech Republic, Hungary and Poland
    Central European Journal of Economic Modelling and Econometrics, 2019, 11, (3), 153-172 Downloads
  2. The causality between liquidity and volatility in the Polish stock market
    Finance Research Letters, 2019, 30, (C), 110-115 Downloads View citations (1)
  3. The dynamics of low-frequency liquidity measures: The developed versus the emerging market
    Journal of Financial Stability, 2019, 42, (C), 136-142 Downloads View citations (1)

2018

  1. Emerging and Mature Markets – Behaviour of Low-Frequency Liquidity Measures. The Case of the German and Polish Stock Markets (Rynek wschodzacy i rynek dojrzaly – zachowanie miar plynnosci o niskiej czestotliwosci na przykladzie niemieckiego i polskiego rynku akcji)
    Problemy Zarzadzania, 2018, 16, (76), 24-36 Downloads
  2. Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight
    Finance Research Letters, 2018, 24, (C), 163-167 Downloads View citations (2)
  3. Is intraday data useful for forecasting VaR? The evidence from EUR/PLN exchange rate
    Risk Management, 2018, 20, (4), 326-346 Downloads
  4. The coherence of liquidity measures. The evidence from the emerging market
    Finance Research Letters, 2018, 27, (C), 118-123 Downloads View citations (2)

2017

  1. Evaluating the Accuracy of Time-varying Beta. The Evidence from Poland
    Dynamic Econometric Models, 2017, 17, 161-176 Downloads
  2. How Jumps Affect Liquidity? The Evidence from Poland
    Czech Journal of Economics and Finance (Finance a uver), 2017, 67, (1), 39-52 Downloads
  3. Porownanie miesiecznych miar plynnosci akcji spolek notowanych na GPW wyznaczanych na podstawie danych niskiej czestotliwosci
    Problemy Zarzadzania, 2017, 15, (66), 178-192 Downloads
  4. Unemployment Rates Forecasts – Unobserved Component Models Versus SARIMA Models In Central And Eastern European Countries
    Comparative Economic Research, 2017, 20, (2), 91-107 Downloads

2016

  1. Liquidity Dynamics Around Jumps: The Evidence from the Warsaw Stock Exchange
    Emerging Markets Finance and Trade, 2016, 52, (12), 2740-2755 Downloads View citations (4)

2013

  1. Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads
    Dynamic Econometric Models, 2013, 13, 87-106 Downloads View citations (2)
  2. Macroeconomic News Effects on the Stock Markets in Intraday Data
    Central European Journal of Economic Modelling and Econometrics, 2013, 5, (4), 249-269 Downloads View citations (2)

2011

  1. The Impact of Macro News on Volatility of Stock Exchanges
    Dynamic Econometric Models, 2011, 11, 99-110 Downloads

2010

  1. Intraday CAC40, DAX and WIG20 returns when the American macro news is announced
    Bank i Kredyt, 2010, 41, (2), 7-20 Downloads View citations (3)
 
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