| What drives the popularity of stablecoins? Measuring the frequency dynamics of connectedness between volatile and stable cryptocurrencies B Łęt, K Sobański, W Świder, K Włosik Technological Forecasting and Social Change 189, 122318, 2023 | 17 | 2023 |
| Degree of connectedness and the transfer of news across the oil market and the European stocks A Kliber, B Łęt Energy 239, 122171, 2022 | 11 | 2022 |
| Looking for alternatives in times of market stress: A tail dependence between the european stock markets and bitcoin, gold and fine wine market B Łęt, K Siemaszkiewicz Finance a Uver 70 (5), 407-430, 2020 | 10 | 2020 |
| Socio-demographic characteristics of investors in the Warsaw Stock Exchange–how they influence the investment decision A Kliber, B Łęt, A Rutkowska Bank i Kredyt 47 (2), 91-118, 2016 | 7 | 2016 |
| Cross-sectional data on stablecoin characteristics K Włosik, B Łęt, K Sobański, W Świder F1000Research 11, 2022 | 5 | 2022 |
| Ekonometryczne modelowanie czynników ryzyka na rynku surowców energetycznych B Łęt Wydawnictwo Uniwersytetu Ekonomicznego, 2015 | 5 | 2015 |
| Is the cryptocurrency market efficient? Evidence from an analysis of fundamental factors for Bitcoin and Ethereum B Łęt, K Sobański, W Świder, K Włosik International Journal of Management and Economics 58 (4), 351-370, 2022 | 3 | 2022 |
| Zależności przyczynowe w sensie Grangera pomiędzy kursem terminowym ropy naftowej a wartością dolara amerykańskiego B Łęt Acta Universitatis Nicolai Copernici Ekonomia 43 (2), 221-232, 2012 | 3 | 2012 |
| Commonalities in Returns in the Stock Markets of the Visegrad Group: A Quantile Coherency Approach B Łęt Financial Assets and Investing 11 (2), 38-53, 2020 | 2 | 2020 |
| Badanie przyczynowości w sensie Grangera w ryzyku pomiędzy akcjami z wybranych sektorów GPW w Warszawie B Łęt Studia Oeconomica Posnaniensia 1 (9), 2013 | 2 | 2013 |
| The Granger causality analysis of crude oil futures price and US dollar value B Let Acta Universitatis Nicolai Copernici, Ekonomia 43 (2), 221-231, 2012 | 2 | 2012 |
| Is the Market Success of Dominant Stablecoins Justified by Their Collateral and Concentration Risks? K Sobański, W Świder, K Włosik, B Łęt Eurasia Business and Economics Society Conference, 235-251, 2022 | 1 | 2022 |
| Oil Prices and Stock Markets in Europe: Detection of Extreme Risk Spillover B Łęt Financial Assets and Investing 10 (1), 40-53, 2019 | 1 | 2019 |
| Can a boost in oil prices suspend the evolution of the green transportation market? Relationships between green indices and Brent oil A Kliber, B Łęt, P Řezáč Energy 295, 131037, 2024 | | 2024 |
| How to win the race? Determining the success factors for stablecoins K Włosik, B Łęt, K Sobański, W Świder Applied Economics Letters, 1-12, 2023 | | 2023 |
| Investor Sentiment and Efficiency of the Cryptocurrency Market: The Case of the Crypto Fear & Greed Index B Łęt, K Sobański, W Świder, K Włosik Eurasia Business and Economics Society Conference, 271-287, 2022 | | 2022 |
| Powiązania pomiędzy notowaniami amerykańskich i europejskich linii lotnicznych–wnioski z metody Diebolda i Yilmaza B Łęt Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu 64 (4), 101-114, 2020 | | 2020 |
| Linkages between American and European publicly traded airline companies–evidence resulting from the Diebold-Yilmaz method B Łęt Prace Naukowe Uniwersytetu Ekonomicznego We Wrocławiu 64 (4), 101-114, 2020 | | 2020 |
| Do European Investors React to Extreme Oil Prices? Evidence from Granger Causality in Tails Test B Łęt European Financial Systems 2019 Proceedings of the 16th International …, 2019 | | 2019 |
| Powiązania pomiędzy cenami gazu ziemnego i ropy naftowej na amerykańskim i europejskim rynku terminowym B Łęt Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu, 158-168, 2017 | | 2017 |
Wojciech ŚwiderPoznań University of Economics and Business在 ue.poznan.pl 的电子邮件经过验证
