FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making
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- Ch 7 How to Immunize a Defaultable Bond Portfolio? , pp 97-106
- Alina Kondratiuk-Janyska and Marek Kałuszka
- Ch 7 Yield Rate on a Callable Zero-Coupon Bond , pp 101-111
- Joanna Klimkowska
- Ch 7 A Coordinate Free Conditional Distributions in Multivariate GARCH Models , pp 99-111
- Mateusz Pipień
- Ch 7 The Warsaw Stock Exchange Index WIG: Modeling and Forecasting , pp 115-127
- Piotr Wdowiński and Aneta Zglińska-Pietrzak
- Ch 7 Price Inflation of Financial Goods , pp 101-117
- Władysław Milo, Zuzanna Kozera, Adam Górniak, Magdalena Rutkowska and Aneta Sieradzka
- Ch 7 Jumps in Stock Returns. Evidence from the Polish Stock Exchange , pp 121-135
- Barbara Będowska-Sójka
- Ch 7 The Interest Rate Pass-Through in Poland 1997–2005 , pp 111-123
- Grzegorz Szafrański
- Ch 7 Using Realized Volatility In Estimating Diffusion Models , pp 101-110
- Piotr Płuciennik
- Ch 8 Modelling the Time-Varying Risk Premium by Using the Kalman Filter: the Euro Money Market Case , pp 127-140
- Fabio Filipozzi
- Ch 8 Foreign Currency Futures and Spot Market Dynamics: Specificity and Linkages , pp 113-126
- Małgorzata Doman
- Ch 8 Risk-Return Profile of the Investors on the Polish Treasury Bond Market , pp 113-128
- Marcin Stamirowski
- Ch 8 Bayesian Comparison of GARCH Processes with Asymmetric and Heavy Tailed Conditional Distributions , pp 123-140
- Mateusz Pipień
- Ch 8 Inflation Expectations and Regime Shifts , pp 127-142
- Matti Viren
- Ch 8 An Econometric Evaluation of CIP and PPP , pp 103-120
- Marcin Gajewski and Jakub Kowalski
- Ch 8 The Portfolio of Risky Investments Based on the AHP , pp 107-116
- Wojciech Zatoń
- Ch 8 Forecasting the Conditional Skewness and Kurtosis of the Polish Financial Returns , pp 137-151
- Ryszard Doman
- Ch 8 Forecasting Returns Using Threshold Models , pp 129-142
- Monika Jeziorska-Pąpka, Magdalena Osinska and Maciej Witkowski
- Ch 8 High Frequency Data Aggregation in Value-at-Risk Models: Is Daily Data Enough? , pp 137-149
- Milda Pranckevičiūtė
- Ch 8 Multicriterial Banking of Opened-end Pension Founds with AHP and PROMETHEE Methods , pp 119-133
- Dorota Miszczyńska
- Ch 8 Using High Frequency Data to Testing for Jumps in Processes that Model Series from the Polish Financial Market , pp 113-128
- Piotr Płuciennik
- Ch 8 Wavelet Methods for Detecting Long-Run Dependence of Stock Indexes and Exchange Rates , pp 123-133
- Michał Stachura
- Ch 8 The Polish Term Structure Versus Its Core Market Counterparts – A Comparative Analysis , pp 119-131
- Marcin Stamirowski
- Ch 9 New Definition of the Average Rate of Return of a Group of Pension Funds , pp 123-135
- Jacek Białek
- Ch 9 Pension Funds as a Factor Stimulating Development of the Capital Market in Poland , pp 135-147
- Wiesław Dębski
- Ch 9 Bayesian Analysis of Options on WIG20 Index under Stochastic Volatility and Stochastic Interest Rates , pp 127-142
- Anna Pajor
- Ch 9 The Slovenian Stock Market Index (SBI20 Slovenski Borzni Index) from the Aspect of Frequency Domain , pp 119-133
- Aleša Lotrič Dolinar
- Ch 9 A Bayesian Inference About Simple STUR Models with GARCH Errors , pp 141-152
- Jacek Kwiatkowski
- Ch 9 Notes on Forecasting Nominal Equilibrium Exchange Rates of PLN Against USD , pp 145-156
- Władysław Milo and Magdalena Rutkowska
- Ch 9 Optimal Futures Hedging Decisions in Fractionally Cointegrated Markets , pp 155-168
- Piotr Humeńczuk
- Ch 9 Estimation of Steady State Equilibrium Path for Polish Economy in Years 1990–2005 , pp 143-160
- Stanisław Kluza and Sebastian Stolorz
- Ch 9 The Arbitrage at the Interest Rate Market (the Example of the FRA and the Bond Markets) , pp 137-152
- Stanisław Kluza and Andrzej Sławiński
- Ch 9 The Nominal Convergence Criteria Financial Market Development and the Real Convergence , pp 135-147
- Grzegorz Szafrański
- Ch 9 Comparative Analysis of Polish Equity Open-end Mutual Funds' Portfolios Using Estimators of Risk Measures and Risk-Tolerance Coefficient , pp 141-154
- Joanna Olbrys
- Ch 9 R&D Portfolio Selection Based on Conditional Stochastic Dominance , pp 129-139
- Grażyna Trzpiot
- Ch 9 Deepest Regression in Robust Estimation of AR and VAR Models , pp 129-137
- Daniel Kosiorowski
- Ch 9 Estimating Value-at-Risk for Energy Markets , pp 151-165
- Blanka Łęt
- Ch 10 Immunization Conditions and Immunization Risk for a Fixed-Income Portfolio , pp 145-155
- Joanna Klimkowska
- Ch 10 The Co-movement Between Returns of Foreign Exchange Rates in the Central European Countries , pp 157-175
- Małgorzata Doman
- Ch 10 Decomposing Value-at-Risk: The Case of a Fund of Funds Portfolio , pp 149-161
- Joanna Olbrys
- Ch 10 Pricing the WIG20 Index Options Using GARCH Models , pp 141-156
- Piotr Fiszeder
- Ch 10 Modeling and Forecasting the Volatility of Thin Emerging Stock Markets: The Case of Bulgaria , pp 135-146
- Plamen Patev and Nigokhos Kanaryan
- Ch 10 Notes on Forecasting Real Equlibrium Exchange Rates of PLN against USD , pp 143-154
- Władysław Milo and Magdalena Rutkowska
- Ch 10 Bayesian Pricing of European Call Options on the WIG20 Index , pp 153-164
- Maciej Kostrzewski
- Ch 10 Asymmetry in Volatility: A Comparison of Developed and Transition Stock Markets , pp 155-173
- Piotr Wdowiński and Marta Małecka
- Ch 10 Empirical Model of the Exchange Rate Policy in Poland 1995-2002 , pp 153-167
- Robert Kelm
- Ch 10 The Multicriterial Analysis of Mutual Funds Effectiveness in the Period of 2003-2006 with the Use of PROMETHEE and AHP Methods , pp 137-149
- Nina Łapińska-Sobczak and Marta Ostapowicz
- Ch 10 An Econometric Analysis of the Effectiveness of Selected Instruments used by National Bank of Poland to Reduce Money Supply in Poland , pp 149-172
- Tomasz Uryszek
- Ch 10 Quasi-Monte Carlo Method in Pricing Barrier Options , pp 169-181
- Tomasz Oczadły
- Ch 11 Non-linearity and the Purchasing Power Parity Hypothesis for Exchange Rate JPY/USD , pp 177-193
- Joanna Bruzda and Koźliński Tomasz
- Ch 11 Forecasting Portfolio Return Based on Bayesian Network Model , pp 157-171
- Joanna Olbrys
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