In our research we fix on market efficiency and microstructure, asset price dynamics, volatility and prediction, mutual funds performance, risk metrics, term structure of interest rates, exchange rate dynamics, purchasing power parity, international capital mobility, and economic and regional growth. We assess the economic sentiment in Poland and provide medium-term forecasts of its economy. We also analyse management systems for business.
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[2] Miłobędzki P. (2022), Are vaccinations alone enough to curb the dynamics of the COVID-19 pandemic in the European Union?, Econometrics, vol. 10, no. 2, pp.1-12, DOI:10.3390/econometrics10020025.
[3] Penczar M., Nowak S., Liszewska M. (2022), Playing by the rules: do the post-crisis regulations influence banks' funding model in the EU?, International Journal of Finance & Economics, online first, DOI:10.1002/ijfe.2665.
[4] Miłobędzki P. (2016), How do term premia change over time? Evidence from the US dollar LIBOR data using a Fourier approximation, Argumenta Oeconomica, 1(36), pp. 67-86, DOI:10.15611/aoe.2016.1.03.
[5] Golab A., Jie F., Powell R., Zamojska A. (2018), Cointegration between the European Union and the selected global markets following Sovereign Debt Crisis, Investment Management and Financial Innovations, 15(1), pp. 35-45, DOI:10.21511/imfi.15(1).2018.05.