Information about a product
| Edition: | 1 |
| Place and year of publication: | Warszawa 2025 |
| Publication language: | polski , angielski |
| ISBN/ISSN: | 978-83-235-7014-1 |
| EAN: | 9788323570141 |
| Number of page: | 316 |
| Method of publication: | PDF |
| Size of the file: | 9,36 MB |
| Publication type: | Praca naukowa |
| DOI: | https://doi.org/10.31338/uw.9788323570141 |
Between Macroeconomics and Financial Markets: A Jubilee Book Dedicated to Professor Ryszard Kokoszczyński
The jubilee Book Dedicated to Professor Ryszard Kokoszczyński Abstract The jubilee book prepared to celebrate the 70th birthday of professor Ryszard Kokoszczyński – an eminent scientist and authority in the Polish economic environment. The articles collected in it and written by Professor’s friends, colleagues and students reflect the broad spectrum of his research interests – from quantitative finance to macroeconomics and monetary policy. The authors address topics relevant to the modern economy, such as: the challenges of monetary policy, the importance of independence and credibility of central banks, stock index replication strategies, the security effectiveness of the option portfolio, the use of explainable artificial intelligence tools in advertising and the investment systems based on stock index volatility contracts.
Keywords: monetary policy, financial markets, inflation, central banks, social inequalities.
The jubilee Book Dedicated to Professor Ryszard Kokoszczyński Abstract The jubilee book prepared to celebrate the 70th birthday of professor Ryszard Kokoszczyński – an eminent scientist and authority in the Polish economic environment. The articles collected in it and written by Professor’s friends, colleagues and students reflect the broad spectrum of his research interests – from quantitative finance to macroeconomics and monetary policy. The authors address topics relevant to the modern economy, such as: the challenges of monetary policy, the importance of independence and credibility of central banks, stock index replication strategies, the security effectiveness of the option portfolio, the use of explainable artificial intelligence tools in advertising and the investment systems based on stock index volatility contracts.
Keywords: monetary policy, financial markets, inflation, central banks, social inequalities.
Wiesława Przybylska-Kapuścińska, https://orcid.org/0000-0002-4151-0678
Aktualne wyzwania stojące przed polityką pieniężną w globalnej gospodarce
https://doi.org/10.31338/uw.9788323570141.pp.165-174
Stanisław Cichocki, https://orcid.org/0000-0003-2500-5046
Badania nad rozmiarami szarej strefy – rys historyczny i główne wyzwania
https://doi.org/10.31338/uw.9788323570141.pp.301-315
Marcin Chlebus, https://orcid.org/0000-0002-9149-1065
Zuzanna Osika, https://orcid.org/0000-0002-0602-2812
Explainable Artificial Intelligence Tools as a Part of the Best Practices in Model Selection in Business Decision Modelling. Example of Marketing Campaign Success Forecasting
https://doi.org/10.31338/uw.9788323570141.pp.129-162
Jacek Lewkowicz, https://orcid.org/0000-0001-9430-4926
Rafał Woźniak, https://orcid.org/0000-0001-9940-3771
Michał Woźniak, https://orcid.org/0000-0001-7313-864X
Michał Wrzesiński, https://orcid.org/0009-0005-1435-3696
Institutional Framework of Central Bank Independence: Revisited
https://doi.org/10.31338/uw.9788323570141.pp.201-222
Oleh Bilyk, https://orcid.org/
Paweł Sakowski, https://orcid.org/0000-0003-3384-3795
Robert Ślepaczuk, https://orcid.org/0000-0001-4227-2014
Investing in VIX Futures Based on Rolling GARCH Models Forecasts
https://doi.org/10.31338/uw.9788323570141.pp.53-94
Aleksandra Kolasa, https://orcid.org/0000-0001-6070-9896
Mierzenie skali ukrytych dochodów z wykorzystaniem danych z badania gospodarstw domowych. Metodyka, wnioski i wyzwania
https://doi.org/10.31338/uw.9788323570141.pp.283-300
Alp Yildrim, https://orcid.org/0009-0002-3341-8908
Juliusz Jabłecki, https://orcid.org/0000-0003-0045-7564
Optimizing Delta-Hedging Strategies in the Presence of Transaction Costs
https://doi.org/10.31338/uw.9788323570141.pp.95-128
Aleksandra Hałka, https://orcid.org/
Agnieszka Leszczyńska-Paczesna, https://orcid.org/0000-0002-4671-7168
Pomiar inflacji w czasach dużych zmian konsumpcji – szacunki obciążenia wskaźnika CPI dla Polski
https://doi.org/10.31338/uw.9788323570141.pp.259-282
Tomasz Łyziak, https://orcid.org/0000-0002-0488-4259
Joanna Mackiewicz-Łyziak, https://orcid.org/0000-0002-4545-8221
Postrzeganie banku centralnego przez sektor prywatny – ewolucja koncepcji
https://doi.org/10.31338/uw.9788323570141.pp.223-240
Mateusz Andrzejewski, https://orcid.org/0009-0000-8850-354X
Piotr Wójcik, https://orcid.org/
Sparse Tracking of Stock Indices with Principal Component Analysis and LASSO
https://doi.org/10.31338/uw.9788323570141.pp.17-52
Zbigniew Polański, https://orcid.org/0000-0002-0750-6835
Mikołaj Szadkowski, https://orcid.org/0000-0003-2301-6120
Sytuacja finansowa banków centralnych i jej skutki
https://doi.org/10.31338/uw.9788323570141.pp.175-200
Łukasz Postek, https://orcid.org/0000-0003-3685-5310
Zaburzenia w łańcuchach dostaw a inflacja – doświadczenia z okresu okołopandemicznego w kontekście polityki pieniężnej
https://doi.org/10.31338/uw.9788323570141.pp.241-258
Aktualne wyzwania stojące przed polityką pieniężną w globalnej gospodarce
https://doi.org/10.31338/uw.9788323570141.pp.165-174
Stanisław Cichocki, https://orcid.org/0000-0003-2500-5046
Badania nad rozmiarami szarej strefy – rys historyczny i główne wyzwania
https://doi.org/10.31338/uw.9788323570141.pp.301-315
Marcin Chlebus, https://orcid.org/0000-0002-9149-1065
Zuzanna Osika, https://orcid.org/0000-0002-0602-2812
Explainable Artificial Intelligence Tools as a Part of the Best Practices in Model Selection in Business Decision Modelling. Example of Marketing Campaign Success Forecasting
https://doi.org/10.31338/uw.9788323570141.pp.129-162
Jacek Lewkowicz, https://orcid.org/0000-0001-9430-4926
Rafał Woźniak, https://orcid.org/0000-0001-9940-3771
Michał Woźniak, https://orcid.org/0000-0001-7313-864X
Michał Wrzesiński, https://orcid.org/0009-0005-1435-3696
Institutional Framework of Central Bank Independence: Revisited
https://doi.org/10.31338/uw.9788323570141.pp.201-222
Oleh Bilyk, https://orcid.org/
Paweł Sakowski, https://orcid.org/0000-0003-3384-3795
Robert Ślepaczuk, https://orcid.org/0000-0001-4227-2014
Investing in VIX Futures Based on Rolling GARCH Models Forecasts
https://doi.org/10.31338/uw.9788323570141.pp.53-94
Aleksandra Kolasa, https://orcid.org/0000-0001-6070-9896
Mierzenie skali ukrytych dochodów z wykorzystaniem danych z badania gospodarstw domowych. Metodyka, wnioski i wyzwania
https://doi.org/10.31338/uw.9788323570141.pp.283-300
Alp Yildrim, https://orcid.org/0009-0002-3341-8908
Juliusz Jabłecki, https://orcid.org/0000-0003-0045-7564
Optimizing Delta-Hedging Strategies in the Presence of Transaction Costs
https://doi.org/10.31338/uw.9788323570141.pp.95-128
Aleksandra Hałka, https://orcid.org/
Agnieszka Leszczyńska-Paczesna, https://orcid.org/0000-0002-4671-7168
Pomiar inflacji w czasach dużych zmian konsumpcji – szacunki obciążenia wskaźnika CPI dla Polski
https://doi.org/10.31338/uw.9788323570141.pp.259-282
Tomasz Łyziak, https://orcid.org/0000-0002-0488-4259
Joanna Mackiewicz-Łyziak, https://orcid.org/0000-0002-4545-8221
Postrzeganie banku centralnego przez sektor prywatny – ewolucja koncepcji
https://doi.org/10.31338/uw.9788323570141.pp.223-240
Mateusz Andrzejewski, https://orcid.org/0009-0000-8850-354X
Piotr Wójcik, https://orcid.org/
Sparse Tracking of Stock Indices with Principal Component Analysis and LASSO
https://doi.org/10.31338/uw.9788323570141.pp.17-52
Zbigniew Polański, https://orcid.org/0000-0002-0750-6835
Mikołaj Szadkowski, https://orcid.org/0000-0003-2301-6120
Sytuacja finansowa banków centralnych i jej skutki
https://doi.org/10.31338/uw.9788323570141.pp.175-200
Łukasz Postek, https://orcid.org/0000-0003-3685-5310
Zaburzenia w łańcuchach dostaw a inflacja – doświadczenia z okresu okołopandemicznego w kontekście polityki pieniężnej
https://doi.org/10.31338/uw.9788323570141.pp.241-258
Zobacz również
Update Required
To play the media you will need to either update your browser to a recent version or update your Flash plugin.
