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Cross-sectional returns with volatility regimes from a diverse portfolio of emerging and developed equity indices

Sakowski, Paweł; Ślepaczuk, Robert; Wywiał, Mateusz - In: E-Finanse : finansowy kwartalnik internetowy 12 (2016) 2, pp. 23-35

This article aims to extend evaluation of the classic multifactor model of Carhart (1997) for the case of global equity indices and to expand analysis performed in Sakowski et. al. (2015). Our intention is to test several modifications of these models to take into account different dynamics of...

Persistent link: https://www.econbiz.de/10011539896

Doing well while doing good : the elusive quest for green bond returns

Jabłecki, Juliusz - In: The journal of impact and ESG investing 3 (2023) 3, pp. 45-60

Persistent link: https://www.econbiz.de/10014233017

Bermudan swaption model risk analysis : a local volatility approach

Jabłecki, Juliusz - In: The journal of computational finance 22 (2018) 2, pp. 101-131

Persistent link: https://www.econbiz.de/10011976669

Rise and fall of synthetic CDO market : lessons learned

Jabłecki, Juliusz - In: International journal of theoretical and applied finance 20 (2017) 8, pp. 1-28

Persistent link: https://www.econbiz.de/10011787469

Low-volatility equity strategies and interest rates : a bittersweet perspective

Jabłecki, Juliusz - In: The journal of beta investment strategies 16 (2025) 1, pp. 82-100

Persistent link: https://www.econbiz.de/10015327273

Can we invest on the basis of equity risk premia and risk factors from multi-factor models?

Sakowski, Paweł; Slepaczuk, Robert; Wywiał, Mateusz - In: Economics and business review 2 (2016) 3, pp. 78-98

Persistent link: https://www.econbiz.de/10011634969

Central bank independence and inflation—Old story told anew

Kokoszczyński, Ryszard; Mackiewicz‐Łyziak, Joanna - In: International Journal of Finance & Economics 25 (2019) 1, pp. 72-89

Persistent link: https://www.econbiz.de/10012082733

The impact of banking concentration on firm leverage in emerging markets

Abadi, Farzin; Bany-Ariffin, Amin Noordin; … - In: International journal of emerging markets 11 (2016) 4, pp. 550-568

Persistent link: https://www.econbiz.de/10011588210

Striking a balance : optimal tax policy with labor market duality

Mbara, Gilbert; Tyrowicz, Joanna; Kokoszczyński, Ryszard - In: Journal of macroeconomics 66 (2020), pp. 1-17

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Shock transmission in the cryptocurrency market : is Bitcoin the most influential?

Zięba, Damian; Kokoszczyński, Ryszard; Śledziewska, … - In: International review of financial analysis 64 (2019), pp. 102-125

Persistent link: https://www.econbiz.de/10012208368