Saba, Kamil; Kudła, Janusz - In: Ekonomia journal 37 (2014)
WIG20 index on the Warsaw Stock Exchange. Therefore, the main hypothesis of the paper stipulates the significant effect of … unexpected NBP reference interest rate changes on the changes and volatility of WIG20 – the index of the largest and the most … WIG20 and its volatility. The analysis confirmed the impact of unexpected interest rate changes but not the expected ones …