This research is focused on volatility and leverage effects in emerging markets of widely
understood region of Central and Eastern Europe (ie, for example, Russia is included in the …

The aim of this paper is to present a concise review of selected theoretical aspects of
GARCH family of models. The article contains a literature review from last few years, in …

The leading Polish exporting firms were analysed in the context of a foreign exchange rate
exposure. The exchange rates were selected on a criterion of the size of a trade with foreign …

The aim of this research is to analyze a short-term risk premium in Poland between 2005
and 2015. In particular one-day periods are considered. It is studies whether the same …

This article presents the outcomes from the estimation of the multiplicative component
GARCH model for intraday data from the construction sector in Poland. This model is a …

The risk premium for the Visegrad countries was analyzed. The period of the considerations
is between 2005 and 2015. Daily, weekly and monthly data outcomes were compared. It …

Celem artykułu jest weryfikacja występowania związków kointegrujących między wybranymi
parami walutowymi (USD/PLN, EUR/PLN, CHF/PLN, GBP/PLN, CZK/PLN, HUF/PLN …