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Econometric Research in Finance

2016 - 2019

Current editor(s): Dobromił Serwa

From SGH Warsaw School of Economics, Collegium of Economic Analysis
Contact information at EDIRC.

Bibliographic data for series maintained by Dobromił Serwa ().

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Volume 4, issue 2, 2019

The Stock Market between Classical and Behavioral Hypotheses: An Empirical Investigation of the Warsaw Stock Exchange pp. 67-88 Downloads
Mostafa Raeisi Sarkandiz and Robabeh Bahlouli
Testing the Validity of the Triple Deficit Hypothesis for Nigeria pp. 89-109 Downloads
Rahman Olanrewaju Raji

Volume 4, issue 1, 2019

Does Forward Guidance Matter in Small Open Economies? Examples from Europe pp. 1-26 Downloads
Jakub Rybacki
A Threshold Multivariate Model to Explain Fiscal Multipliers with Government Debt pp. 27-40 Downloads
Leonardo Tariffi
Adjusted Evaluation Measures for Asymmetrically Important Data pp. 41-66 Downloads
Alex Karagrigoriou, George-Jason Siouris and Despoina Skilogianni

Volume 3, issue 2, 2018

The Wage Curve, Once More with Feeling: Bayesian Model Averaging of Heckit Models pp. 79-92 Downloads
Rolando Gonzales Martínez
Corporate Governance and Efficiency of Rural and Community Banks (RCBs) in Ghana pp. 93-118 Downloads
Eric Oteng-Abayie, Anthony Affram and Henry Kofi Mensah
Revisiting Herding Investment Behavior on the Zagreb Stock Exchange: A Quantile Regression Approach pp. 119-162 Downloads
Tihana Škrinjarić

Volume 3, issue 1, 2018

The Effect of Central Bank Communication on the Capital Buffer of Banks: Evidence from an Emerging Economy pp. 1-26 Downloads
Rodolfo Nicolay, Claudio de Moraes and Bruno Tiberto
The U.S. Shale Oil Revolution and the Behavior of Commodity Prices pp. 27-53 Downloads
Afees Salisu and Idris Adediran
Determinants of Environmental Quality in Nigeria: Assessing the Role of Financial Development pp. 55-78 Downloads
Ekundayo Mesagan and Mike I. Nwachukwu

Volume 2, issue 2, 2017

Neural Networks in Credit Risk Classification of Companies in the Construction Sector pp. 63-77 Downloads
Aleksandra Wójcicka
Determination of Long and Short Run Demand for Money in the West African Monetary Zone (WAMZ) Countries: A Panel Analysis pp. 79-97 Downloads
Agya Adi and Joshua Sunday Riti
Evaluating Combined Forecasts for Realized Volatility Using Asymmetric Loss Functions pp. 99-111 Downloads
Giovanni De Luca, Giampiero Gallo and Danilo Carità

Volume 2, issue 1, 2017

Is Exchange Rate Moody? Forecasting Exchange Rate with Google Trends Data pp. 1-21 Downloads
Michał Chojnowski and Piotr Dybka
Modelling Nonlinear Dynamics of Oil Futures Market pp. 23-42 Downloads
Ayben Koy
Financial Instability and Inequality Dynamics in the WAEMU pp. 43-62 Downloads
Thierno Thioune

Volume 1, issue 2, 2016

Apple, Alphabet or Microsoft: Which Is the Most Efficient Share? pp. 67-79 Downloads
Paulo Ferreira
Market Structure, Macroeconomic Shocks, and Banking Risk in Kenya pp. 81-113 Downloads
Nderitu Kingori

Volume 1, issue 1, 2016

Forecasting the Yield Curve With Macroeconomic Variables pp. 1-21 Downloads
Michał Rubaszek
Determinants of Profitability of Polish Banks: The Role of Foreign Banks pp. 23-46 Downloads
Małgorzata Pawłowska
Using Nonperforming Loan Ratios to Compute Loan Default Rates With Evidence From European Banking Sectors pp. 47-65 Downloads
Dobromił Serwa
Page updated 2019-10-14