FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making

Current editor(s): Piotr Wdowiński

From University of Lodz
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Ch 1 Asset Prices, Asymmetries and Aggregation in the Euro Area , pp 11-33

David Mayes and Matti Viren

Ch 1 Ranking of Opened-end Pension Funds (OPF) - Forecasts for 2004-2005 , pp 5-21

Dorota Miszczyńska

Ch 1 Institutional Causes of the Global Banking Crisis and the Emergence of Macro-Prudential Countercyclical Policy , pp 7-24

Andrzej Sławiński

Ch 1 The Foreign Exchange and the Market Microstructure of the Polish Zloty , pp 15-25

Stanisław Kluza and Andrzej Sławiński

Ch 1 Stock Price and Volume Relation at the Warsaw Stock Exchange , pp 11-21

Paweł Miłobędzki

Ch 1 Microstructure of the EUR/PLN Market: Implications for Investors’ Behavior , pp 13-26

Radosław Cholewiński, Stanisław Kluza and Andrzej Sławiński

Ch 1 Forecasting the Polish Stock Market Volatility with Markov Switching GARCH Models , pp 13-27

Ryszard Doman

Ch 1 Financial Microeconometrics in Corporate Governance Studies , pp 11-17

Marek Gruszczyński

Ch 1 The New Architecture of European Financial Regulatory and Supervision Framework , pp 11-18

Stanisław Kluza

Ch 1 On Bayesian Inference for Almost Periodic in Mean Autoregressive Models , pp 255-272

Łukasz Lenart and Błażej Mazur

Ch 1 Bayes Factors for Bivariate GARCH and SV Models , pp 15-35

Jacek Osiewalski, Anna Pajor and Mateusz Pipień

Ch 1 Testing the Arbitrage Pricing Model with a Factor Garch Model for the Polish Stock Market , pp 11-24

Piotr Fiszeder

Ch 1 Notes on Forecasting Equilibrium Interest Rates – Commercial Credit Market , pp 9-23

Władysław Milo and Magdalena Rutkowska

Ch 1 Monetary-Fiscal Game Analyzed Using a Macroeconomic Model for Poland , pp 285-304

Lech Kruś and Irena Woroniecka-Leciejewicz

Ch 1 Forecasting Capital Markets , pp 3-13

Władysław Milo

Ch 1 Flexibility and Parsimony in Multivariate Financial Modelling: a Hybrid Bivariate DCC-SV Model , pp 11-26

Jacek Osiewalski and Anna Pajor

Ch 1 Are Leading Indicators a Useful Tool for Predicting Business Cycles? The Polish Experience , pp 5-25

Władysław Milo and Zuzanna Wośko

Ch 2 Forecasting the Volatility of the Polish Stock Index - WIG20 , pp 29-42

Piotr Fiszeder

Ch 2 A Bayesian Analysis of Stur Models , pp 37-48

Jacek Kwiatkowski

Ch 2 Testing for Second-Order LSTR Cointegration – Some Simulation and Empirical Results , pp 23-39

Joanna Bruzda

Ch 2 Princing of Selected Transactions Including Options and Monte Carlo Sensitivity Analysis , pp 15-35

Iwona Konarzewska

Ch 2 The Profitability of Simple Trading Strategies Exploiting the Forward Premium Bias in Foreign Exchange Markets and the Time Premium in Yield Curves , pp 25-44

Andres Vesilind

Ch 2 Financial Markets and Economic Growth in Poland: Simulations with an Econometric Model , pp 27-53

Piotr Wdowiński

Ch 2 Investor Protection and Disclosure. Quantitative Evidence , pp 19-36

Marek Gruszczyński

Ch 2 Banking Sector and Real Economy of Poland – Analysis with a VAR Model , pp 25-43

Piotr Wdowiński

Ch 2 Structural Breaks and Long Memory in the Volatility of Polish Exchange Rates , pp 25-40

Małgorzata Doman

Ch 2 Role of Corporate Taxation and Bilateral Tax Treaties in Investments into Estonian Manufacturing Companies? Empirical Evidence , pp 35-49

Svetlana Raudonen

Ch 2 Does the Weakening of the US Dollar Change the Pattern of the Currency Co-Movement? , pp 27-41

Małgorzata Doman

Ch 2 Risk Factors of Capital Market in Poland , pp 23-41

Piotr Wdowiński and Daniel Wrzesiński

Ch 2 Assessment of the Impact of the Reduction of the Gaseous Emissions on Growth in Poland. Assumptions and Preliminary Results , pp 273-288

Jan Gadomski

Ch 2 Discounting Process and Perspective Projection , pp 19-31

Jerzy Jakubczyc

Ch 2 Behavioral Finance and Its Applications on Decision-Making in Financial Markets , pp 27-44

Philippe De Brouwer

Ch 2 Forecasting Stochastic Unit Root Models , pp 27-43

Magdalena Osinska

Ch 3 The Impact of Conditional Skewness Assumption on the Relation between Risk and Return. Bayesian Analysis for WIG Data , pp 41-58

Mateusz Pipień

Ch 3 Divergent Patterns of Value Relevance , pp 37-57

Karol Klimczak and Grzegorz Szafrański

Ch 3 VECM-TSV Models for Two Polish Official Exchange Rates , pp 49-66

Anna Pajor

Ch 3 Taylor-type Rules in Poland: A Historical Analysis of Monetary Policy , pp 55-68

Jarosław Janecki

Ch 3 Forecasting the Dependence Between Polish Financial Returns , pp 45-58

Ryszard Doman

Ch 3 Financial Services Input as a Source of Economic Growth in the European Union Countries , pp 289-308

Joanna Wyszkowska-Kuna

Ch 3 Can the Dividend Yield Strategies Beat the Market? Evidence from the Polish Stock Market 1994-2004 , pp 45-59

Janusz Brzeszczynski and Jerzy Gajdka

Ch 3 Analysis of Profitability of Investment on the Stock Exchange in Case of Market Ratios , pp 33-41

Waldemar Tarczyński and Małgorzata Łuniewska

Ch 3 A Note on the Dornbusch Overshooting Model under Nominal and Real Interest Rates , pp 41-60

Piotr Wdowiński

Ch 3 Forecasting the Daily Volatility Defined with High-Frequency Data for the Stock Index WIG , pp 37-50

Magłorzata Doman and Ryszard Doman

Ch 3 Bayesian Comparison of Hedging Strategies for EUR/PLN Data , pp 43-56

Jacek Kwiatkowski

Ch 3 The Application of Error Correction Model in Forecasting Market Volatility on Emerging Currency Options Markets , pp 43-55

Piotr Mielus

Ch 3 What Drives Chinese Financial Markets? , pp 51-69

Magdalena Osinska and Tomasz Zdanowicz

Ch 3 Credit risk of FX loans in Poland. Interest and FX rate Dependence , pp 45-58

Zuzanna Wośko

Ch 3 The Market Ratios on Polish Capital Market – Application to Portfolio Analysis , pp 45-55

Waldemar Tarczyński and Małgorzata Łuniewska

Ch 3 Development of Life and Non-Life Insurance in Poland in the Years 1990-2000 as an Element of the Capital Market , pp 43-53

Stanisław Wieteska

Ch 4 Determinants of Liquidity of Firms Quoted at Warsaw Stock Exchange , pp 45-53

Władysław Milo and Maciej Wawruszczak