Access Statistics for Barbara Będowska-Sójka

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective 0 1 2 2 0 1 6 8
Do aggressive orders affect liquidity? An evidence from an emerging market 0 0 2 6 0 0 3 17
Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads 0 0 0 5 0 0 0 66
Emerging and Mature Markets – Behaviour of Low-Frequency Liquidity Measures. The Case of the German and Polish Stock Markets (Rynek wschodzacy i rynek dojrzaly – zachowanie miar plynnosci o niskiej czestotliwosci na przykladzie niemieckiego i polskiego rynku akcji) 0 0 1 3 0 0 2 22
Evaluating the Accuracy of Time-varying Beta. The Evidence from Poland 0 0 1 24 0 0 4 97
False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network 0 0 0 3 0 0 4 20
Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine 0 3 5 6 0 4 16 19
How Jumps Affect Liquidity? The Evidence from Poland 0 0 2 11 0 0 3 51
Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight 0 0 0 6 0 0 0 43
Impact of COVID-19 on sovereign risk: Latin America versus Asia 0 0 0 1 0 0 1 7
Information content of liquidity and volatility measures 0 0 1 2 0 0 2 12
Intraday CAC40, DAX and WIG20 returns when the American macro news is announced 0 0 1 78 0 0 3 362
Is geopolitical risk priced in the cross-section of cryptocurrency returns? 0 0 2 3 1 1 9 12
Is intraday data useful for forecasting VaR? The evidence from EUR/PLN exchange rate 0 0 1 6 0 1 2 21
Is liquidity wasted? The zero-returns on the Warsaw Stock Exchange 0 0 0 1 1 1 3 17
Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether 1 1 3 16 1 3 17 70
Liquidity Dynamics Around Jumps: The Evidence from the Warsaw Stock Exchange 0 0 1 1 0 0 2 15
Macroeconomic News Effects on the Stock Markets in Intraday Data 0 0 0 21 0 0 1 91
Porownanie miesiecznych miar plynnosci akcji spolek notowanych na GPW wyznaczanych na podstawie danych niskiej czestotliwosci 0 0 0 0 0 0 1 30
Risk Transmission Between Sovereign Credit Default Swaps and Government Bonds During the Global Financial Crisis. The Case of the Czech Republic, Hungary and Poland 0 0 1 2 0 0 1 15
The Impact of Macro News on Volatility of Stock Exchanges 0 0 0 44 0 0 0 133
The asymmetry of the Amihud illiquidity measure on the European markets: The evidence from Extreme Value Theory 0 1 3 5 0 1 7 9
The causality between liquidity and volatility in the Polish stock market 0 0 5 23 0 1 9 61
The coherence of liquidity measures. The evidence from the emerging market 0 0 1 13 0 0 5 52
The dynamics of low-frequency liquidity measures: The developed versus the emerging market 0 0 4 16 0 0 7 54
The lithium and oil markets – dependencies and volatility spillovers 0 0 0 0 0 1 9 9
Triggers and Obstacles to the Development of the FinTech Sector in Poland 0 0 1 5 0 0 4 33
Unemployment Rates Forecasts – Unobserved Component Models Versus SARIMA Models In Central And Eastern European Countries 0 0 0 4 0 1 3 20
What is the best proxy for liquidity in the presence of extreme illiquidity? 0 1 1 5 2 4 15 89
Total Journal Articles 1 7 38 312 5 19 139 1,455


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Announcement Effects of Dividend Changes 0 0 0 0 0 0 0 1
Jumps in Stock Returns. Evidence from the Polish Stock Exchange 0 0 1 3 0 0 1 4
Liquidity of the European Indices: The Developed Versus the Emerging Markets 0 0 0 0 0 0 1 2
Liquidity on the Capital Market with Asymmetric Information 0 0 0 0 0 0 3 7
Macroeconomic Announcements and Volatility of Intraday WIG and DAX Returns 0 0 0 0 0 0 0 0
Volatility and Liquidity in Cryptocurrency Markets—The Causality Approach 0 0 1 2 0 4 12 24
Total Chapters 0 0 2 5 0 4 17 38


Statistics updated 2024-02-04