Details about Ryszard Kokoszczyński

Access statistics for papers by Ryszard Kokoszczyński.

Last updated 2024-12-07. Update your information in the RePEc Author Service.

Short-id: pko306

Working Papers

2020

1. Striking a Balance: Optimal Tax Policy with Labor Market Duality
   IZA Discussion Papers, IZA Network @ LISER
   Also in Working Papers, Faculty of Economic Sciences, University of Warsaw (2017)
   GRAPE Working Papers, GRAPE Group for Research in Applied Economics (2017)
   See also Journal Article Striking a balance: Optimal tax policy with labor market duality, Journal of Macroeconomics, Elsevier (2020) (2020)

2018

2. Corporate governance, tax evasion and business cycles
   Working Papers, Faculty of Economic Sciences, University of Warsaw

2014

3. Does historical volatility term structure contain valuable in-formation for predicting volatility index futures?
   Working Papers, Faculty of Economic Sciences, University of Warsaw View citations (1)
4. Options delta hedging with no options at all
   Working Papers, Faculty of Economic Sciences, University of Warsaw
5. Simple heuristics for pricing VIX options
   Working Papers, Faculty of Economic Sciences, University of Warsaw
6. Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies
   Working Papers, Faculty of Economic Sciences, University of Warsaw

2010

7. Midquotes or Transactional Data? The Comparison of Black Model on HF Data
   Working Papers, Faculty of Economic Sciences, University of Warsaw View citations (2)
8. Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures
   Working Papers, Faculty of Economic Sciences, University of Warsaw View citations (1)
9. Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options
   Working Papers, Faculty of Economic Sciences, University of Warsaw

2005

10. Structural Econometric Models in Forecasting Inflation at the National Bank of Poland
    NBP Working Papers, Narodowy Bank Polski View citations (5)

Journal Articles

2024

1. Making monetary policy in Poland: Are Polish hawks and doves different?
   European Journal of Political Economy, 2024, 81, (C) View citations (1)

2020

2. Central bank independence and inflation—Old story told anew
   International Journal of Finance & Economics, 2020, 25, (1), 72-89 View citations (7)
3. Striking a balance: Optimal tax policy with labor market duality
   Journal of Macroeconomics, 2020, 66, (C)
   See also Working Paper Striking a Balance: Optimal Tax Policy with Labor Market Duality, IZA Discussion Papers (2020) (2020)

2019

4. Guest editorial: Special post-conference section on the shadow economy, tax evasion and informal labour
   International Tax and Public Finance, 2019, 26, (1), 1-3
5. Shock transmission in the cryptocurrency market. Is Bitcoin the most influential?
   International Review of Financial Analysis, 2019, 64, (C), 102-125 View citations (60)

2017

6. Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options
   Central European Economic Journal, 2017, 4, (51), 18-39
   Also in Central European Economic Journal, 2017, 4, (51), 18-39 (2017) View citations (1)

2016

7. The evolution of the Laffer curve as a framework for studying tax evasion: from simple theoretical to DSGE models
   Ekonomia journal, 2016, 45
8. The impact of banking concentration on firm leverage in emerging markets
   International Journal of Emerging Markets, 2016, 11, (4), 550-568

2014

9. Does historical VIX term structure contain valuable information for predicting VIX futures?
   Dynamic Econometric Models, 2014, 14, 5-28 View citations (2)
10. Wycena opcji na VIX – podejscie heurystyczne
    Ekonomia journal, 2014, 38

2012

11. Volatility Measurement, Modeling and Forecasting—An Overview of the Literature
    Ekonomia journal, 2012, 31

2002

12. Poland Before the Euro
    Journal of Public Policy, 2002, 22, (2), 199-215

1998

13. Financial Inflows to Poland, 1990–96
    Empirica, 1998, 25, (2), 217-242 View citations (1)

1988

14. L'approche Systémique dans la Géomorphologie: Exemple du Développement des Processus D'abrasion
    Miscellanea Geographica. Regional Studies on Development, 1988, 3, (1), 39-44

Books

2020

1. Populism, Economic Policies and Central Banking
   SUERF Studies, SUERF - The European Money and Finance Forum View citations (2)

Edited books

2011

1. Monetary Policy after the Crisis
   SUERF Studies, SUERF - The European Money and Finance Forum View citations (3)

Chapters

2001

1. Structural changes in the Polish banking industry - three dimensions of consolidation processes in an emerging economy
   A chapter in The banking industry in the emerging market economies: competition, consolidation and systemic stability, 2001, vol. 04, pp 118-122 View citations (3)