Ryszard Kokoszczyński
Names
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Ryszard |
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Kokoszczyński |
Identifer
Contact
Affiliations
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Narodowy Bank Polski (weight: 50%)
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Uniwersytet Warszawski
/ Wydział Nauk Ekonomicznych (weight: 50%)
Research profile
author of:
- Structural changes in the Polish banking industry - three dimensions of consolidation processes in an emerging economy (RePEc:bis:bisbpc:04-12)
by Ryszard Kokoszczynski - Does historical VIX term structure contain valuable information for predicting VIX futures? (RePEc:cpn:umkdem:v:14:y:2014:p:5-28)
by Juliusz Jablecki & Robert Slepaczuk & Ryszard Kokoszczynski & Pawel Sakowski & Piotr Wojcik - Poland Before the Euro (RePEc:cup:jnlpup:v:22:y:2002:i:02:p:199-215_00)
by Kokoszczyński, Ryszard - Shock transmission in the cryptocurrency market. Is Bitcoin the most influential? (RePEc:eee:finana:v:64:y:2019:i:c:p:102-125)
by Zięba, Damian & Kokoszczyński, Ryszard & Śledziewska, Katarzyna - Striking a balance: Optimal tax policy with labor market duality (RePEc:eee:jmacro:v:66:y:2020:i:c:s0164070420301713)
by Mbara, Gilbert & Tyrowicz, Joanna & Kokoszczynski, Ryszard - Volatility Measurement, Modeling and Forecasting—An Overview of the Literature (RePEc:eko:ekoeko:31_22)
by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik - Wycena opcji na VIX – podejscie heurystyczne (RePEc:eko:ekoeko:38_75)
by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik - The evolution of the Laffer curve as a framework for studying tax evasion: from simple theoretical to DSGE models (RePEc:eko:ekoeko:45_7)
by Stanisław Cichocki & Ryszard Kokoszczyński - The impact of banking concentration on firm leverage in emerging markets (RePEc:eme:ijoemp:ijoem-02-2015-0035)
by Farzin Abadi & A.N. Bany-Ariffin & Ryszard Kokoszczynski & W.N.W. Azman-Saini - Unknown item RePEc:erf:erfssc:65-1 (chapter)
- Monetary Policy after the Crisis (RePEc:erf:erfstu:65)
by Marek Belka & Jens Thomsen & Kim Abildgren & Pietro Catte & Pietro Cova & Patrizio Pagano & Ignazio Visco & Petar Chobanov & Amine Lahiani & Nikolay Nenovsky & Cristina Badarau & Grégory Levieuge & To - Populism, Economic Policies and Central Banking (RePEc:erf:erfstu:99)
by Itai Agur & Carola Binder & Cristina Bodea & Claudio Borio & Italo Colantone & Ana Carolina Garriga & Federico Favaretto & Stefan Gerlach & Ernest Gnan & Ryszard Kokoszczynski & Masaaki Higashijima & - Striking a balance: optimal tax policy with labor market duality (RePEc:fme:wpaper:16)
by Gilbert Mbara & Ryszard Kokoszczynski & Joanna Tyrowicz - Striking a Balance: Optimal Tax Policy with Labor Market Duality (RePEc:iza:izadps:dp13631)
by Mbara, Gilbert & Tyrowicz, Joanna & Kokoszczynski, Ryszard - Financial Inflows to Poland, 1990–96 (RePEc:kap:empiri:v:25:y:1998:i:2:p:217-242)
by Paweł Durjasz & Ryszard Kokoszczyński - Guest editorial: Special post-conference section on the shadow economy, tax evasion and informal labour (RePEc:kap:itaxpf:v:26:y:2019:i:1:d:10.1007_s10797-018-9512-5)
by Stanisław Cichocki & Ryszard Kokoszczyński - Structural Econometric Models in Forecasting Inflation at the National Bank of Poland (RePEc:nbp:nbpmis:31)
by Bohdan Klos & Ryszard Kokoszczynski & Tomasz Lyziak & Jan Przystupa & Ewa Wrobel - Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options (RePEc:vrs:ceuecj:v:4:y:2017:i:51:p:18-39:n:3)
by Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk - L'approche Systemique dans la Geomorphologie: Exemple du Developpement des Processus D'abrasion (RePEc:vrs:mgrsod:v:3:y:1988:i:1:p:39-44:n:5)
by Korotaj-Kokoszczyńska Maria & Kokoszczyński Ryszard - Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures (RePEc:war:wpaper:2010-03)
by Ryszard Kokoszczyński & Natalia Nehrebecka & Paweł Sakowski & Paweł Strawiński & Robert Ślepaczuk - Midquotes or Transactional Data? The Comparison of Black Model on HF Data (RePEc:war:wpaper:2010-15)
by Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk - Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options (RePEc:war:wpaper:2010-16)
by Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk - Does historical volatility term structure contain valuable in-formation for predicting volatility index futures? (RePEc:war:wpaper:2014-18)
by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik - Simple heuristics for pricing VIX options (RePEc:war:wpaper:2014-25)
by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik - Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies (RePEc:war:wpaper:2014-26)
by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik - Options delta hedging with no options at all (RePEc:war:wpaper:2014-27)
by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik - Striking a balance: optimal tax policy with labor market duality (RePEc:war:wpaper:2017-12)
by Gilbert Mbara & Joanna Tyrowicz & Ryszard Kokoszczynski - Corporate governance, tax evasion and business cycles (RePEc:war:wpaper:2018-10)
by Gilbert Mbaraa & Ryszard Kokoszczyński - Central bank independence and inflation—Old story told anew (RePEc:wly:ijfiec:v:25:y:2020:i:1:p:72-89)
by Ryszard Kokoszczyński & Joanna Mackiewicz‐Łyziak