market efficiency and microstructure

Department of Econometrics

Submitted by Sabina Nowak on Fri, 04/17/2020 - 11:16
PI name
Paweł Miłobędzki
PI email
pawel.milobedzki@ug.edu.pl
Short description of research profile

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.  

University
University of Gdańsk
Research area
SOCIAL SCIENCES
SOCIAL SCIENCES » Economics and business