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Detecting Risk Transfer in Fin...
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Econometric analysis of economic miracles in selected economies using TECM approach
Boehlke, Jerzy
;
Fałdziński, Marcin
;
Gałecki, Maciej
; …
- In:
Economic miracles in the European economies
,
(pp. 175-230)
.
2019
Persistent link: https://www.econbiz.de/10012061220
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2
The use of range-based volatility estimators in testing for Granger causality in risk on international capital markets
Fałdziński, Marcin
;
Osińska, Magdalena
- In:
The journal of risk model validation
14
(
2020
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014335988
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3
Testing for structural breaks in macroeconomic processes of growth
Fałdziński, Marcin
- In:
Economic miracles in the European economies
,
(pp. 125-150)
.
2019
Persistent link: https://www.econbiz.de/10012061196
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4
Improving forecasts with the co-range dynamic conditional correlation model
Fiszeder, Piotr
;
Fałdziński, Marcin
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012313608
Saved in:
5
Range-based DCC models for covariance and value-at-risk forecasting
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
54
(
2019
),
pp. 58-76
Persistent link: https://www.econbiz.de/10012174846
Saved in:
6
Attention to oil prices and its impact on the oil, gold and stock markets and their covariance
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Energy economics
120
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014285888
Saved in:
7
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
8
Detecting Some Dynamic Properties of the Euro/Dollar Exchange Rate
Osińska, Magdalena
;
Matuszewska, Aleksandra
- In:
International Advances in Economic Research
12
(
2006
)
3
,
pp. 327-341
Persistent link: https://www.econbiz.de/10005705519
Saved in:
9
Economic miracles in the European economies
Osińska, Magdalena
(
ed.
)
-
2019
Persistent link: https://www.econbiz.de/10011966207
Saved in:
10
Business cycle synchronization in the EU economies after the recession of 2007-2009
Osińska, Magdalena
;
Kufel, Tadeusz
;
Błażejowski, Marcin
- In:
Argumenta oeconomica
(
2016
)
2
,
pp. 5-30
Persistent link: https://www.econbiz.de/10011626429
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