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Details about Ryszard Kokoszczyński

Workplace:Wydział Nauk Ekonomicznych (Faculty of Economic Sciences), Uniwersytet Warszawski (University of Warsaw), (more information at EDIRC)
Narodowy Bank Polski (National Bank of Poland), (more information at EDIRC)

Access statistics for papers by Ryszard Kokoszczyński.

Last updated 2021-05-29. Update your information in the RePEc Author Service.

Short-id: pko306


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Working Papers

2020

  1. Striking a Balance: Optimal Tax Policy with Labor Market Duality
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads
    Also in Working Papers, Faculty of Economic Sciences, University of Warsaw (2017) Downloads
    GRAPE Working Papers, GRAPE Group for Research in Applied Economics (2017) Downloads

    See also Journal Article in Journal of Macroeconomics (2020)

2018

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

2014

  1. Does historical volatility term structure contain valuable in-formation for predicting volatility index futures?
    Working Papers, Faculty of Economic Sciences, University of Warsaw Downloads View citations (1)
  2. Options delta hedging with no options at all
    Working Papers, Faculty of Economic Sciences, University of Warsaw Downloads
  3. Simple heuristics for pricing VIX options
    Working Papers, Faculty of Economic Sciences, University of Warsaw Downloads
  4. 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 Downloads

2010

  1. Midquotes or Transactional Data? The Comparison of Black Model on HF Data
    Working Papers, Faculty of Economic Sciences, University of Warsaw Downloads View citations (2)
  2. 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 Downloads View citations (1)
  3. Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options
    Working Papers, Faculty of Economic Sciences, University of Warsaw Downloads

2005

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

Journal Articles

2020

  1. Central bank independence and inflation—Old story told anew
    International Journal of Finance & Economics, 2020, 25, (1), 72-89 Downloads View citations (2)
  2. Striking a balance: Optimal tax policy with labor market duality
    Journal of Macroeconomics, 2020, 66, (C) Downloads
    See also Working Paper (2020)

2019

  1. 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 Downloads
  2. Shock transmission in the cryptocurrency market. Is Bitcoin the most influential?
    International Review of Financial Analysis, 2019, 64, (C), 102-125 Downloads View citations (8)

2017

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

2016

  1. The evolution of the Laffer curve as a framework for studying tax evasion: from simple theoretical to DSGE models
    Ekonomia journal, 2016, 45 Downloads

2014

  1. Does historical VIX term structure contain valuable information for predicting VIX futures?
    Dynamic Econometric Models, 2014, 14, 5-28 Downloads View citations (1)
  2. Wycena opcji na VIX – podejscie heurystyczne
    Ekonomia journal, 2014, 38 Downloads

2012

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

2002

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

1988

  1. L'approche Systemique dans la Geomorphologie: Exemple du Developpement des Processus D'abrasion
    Miscellanea Geographica. Regional Studies on Development, 1988, 3, (1), 39-44 Downloads

Books

2020

  1. Populism, Economic Policies and Central Banking
    SUERF Studies, SUERF - The European Money and Finance Forum Downloads

Edited books

2011

  1. Monetary Policy after the Crisis
    SUERF Studies, SUERF - The European Money and Finance Forum Downloads 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 Downloads View citations (2)
 
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