Details about Katarzyna Bien-Barkowska

Access statistics for papers by Katarzyna Bien-Barkowska.

Last updated 2024-02-08. Update your information in the RePEc Author Service.

Short-id: pbi199

Working Papers

2011

1. Multistate asymmetric ACD model: an application to order dynamics in the EUR/PLN spot market
   NBP Working Papers, Narodowy Bank Polski

2007

2. An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamics
   CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE) View citations (1)
   See also Journal Article An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2011) View citations (13) (2011)

2006

3. A Multivariate Integer Count Hurdle model: Theory and application to exchange rate dynamics
   CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE) View citations (2)
   See also Chapter A multivariate integer count hurdle model: theory and application to exchange rate dynamics, Studies in Empirical Economics, Springer (2008) (2008)
4. Estimating liquidity using information on the multivariate trading process
   CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE)
   Also in Working Papers, Department of Applied Econometrics, Warsaw School of Economics (2006)

Journal Articles

2014

1. Capturing Order Book Dynamics in the Interbank EUR/PLN Spot Market
   Emerging Markets Finance and Trade, 2014, 50, (1), 93-117 View citations (1)
2. “Every move you make, every step you take, I’ll be watching you” – the quest for hidden orders in the interbank FX spot market
   Bank i Kredyt, 2014, 45, (3), 197-224

2013

3. Informed and uninformed trading in the EUR/PLN spot market
   Applied Financial Economics, 2013, 23, (7), 619-628

2012

4. "Does it take volume to move fx rates?" Evidence from quantile regressions
   Dynamic Econometric Models, 2012, 12, 35-52
5. A Bivariate Copula-based Model for a Mixed Binary-Continuous Distribution: A Time Series Approach
   Central European Journal of Economic Modelling and Econometrics, 2012, 4, (2), 117-142

2011

6. An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics
   Journal of Applied Econometrics, 2011, 26, (4), 669-707 View citations (13)
   See also Working Paper An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamics, CoFE Discussion Papers (2007) View citations (1) (2007)
7. Distribution Choice for the Asymmetric ACD Models
   Dynamic Econometric Models, 2011, 11, 55-72

Chapters

2008

1. A multivariate integer count hurdle model: theory and application to exchange rate dynamics
   Springer
   See also Working Paper A Multivariate Integer Count Hurdle model: Theory and application to exchange rate dynamics, University of Konstanz, Center of Finance and Econometrics (CoFE) (2006) View citations (2) (2006)