Krzysztof Echaust
Uniwersytet Ekonomiczny w Poznaniu
H-index: 10
Europe-Poland
Top articles of Krzysztof Echaust
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Cryptocurrencies against stock market risk: New insights into hedging effectiveness | Research in International Business and Finance | Małgorzata Just Krzysztof Echaust | 2024/1/1 |
Price volatility spillovers among agricultural and energy commodity markets: the perspective of European markets during the COVID-19 pandemic and the Russia-Ukraine war. | Małgorzata Just Krzysztof Echaust | 2023/8/19 | |
Przenoszenie zmienności cen pomiędzy rynkami towarów rolnych i energetycznych–perspektywa rynków europejskich w czasie pandemii COVID-19 i wojny rosyjsko-ukraińskiej | Wieś i Rolnictwo | Małgorzata Just Krzysztof Echaust | 2023/8/4 |
Is gold still a safe haven for stock markets? New insights through the tail thickness of portfolio return distributions | Research in International Business and Finance | Krzysztof Echaust Małgorzata Just | 2022/12/1 |
Dynamic spillover transmission in agricultural commodity markets: what has changed after the COVID-19 threat? | Economics Letters | Małgorzata Just Krzysztof Echaust | 2022/8/1 |
The asymmetry of the Amihud illiquidity measure on the European markets: The evidence from Extreme Value Theory | Journal of International Financial Markets, Institutions and Money | Barbara Będowska-Sójka Krzysztof Echaust Małgorzata Just | 2022/5/1 |
Asymmetric tail dependence between stock market returns and implied volatility | The Journal of Economic Asymmetries | Krzysztof Echaust | 2021 |
Tail dependence between crude oil volatility index and WTI oil price movements during the COVID-19 pandemic | Energies | Krzysztof Echaust Małgorzata Just | 2021/7/9 |
An optimal tail selection in risk measurement | Risks | Małgorzata Just Krzysztof Echaust | 2021/4/9 |
Implied correlation index: An application to economic sectors of commodity futures and stock markets | Engineering Economics | Krzysztof Echaust Małgorzata Just | 2020 |
Value at Risk Estimation Using the GARCH-EVT Approach with Optimal Tail Selection | Mathematics | Krzysztof Echaust Małgorzata Just | 2020 |
Stock Market Returns, Volatility, Correlation and Liquidity during the COVID-19 Crisis: Evidence from the Markov Switching Approach | Finance Research Letters | Małgorzata Just Krzysztof Echaust | 2020/9/28 |
Do liquidity proxies based on daily prices and quotes really measure liquidity? | Entropy | Barbara Będowska-Sójka Krzysztof Echaust | 2020/7/17 |
What is the best proxy for liquidity in the presence of extreme illiquidity? | Emerging Markets Review | Barbara Będowska-Sójka Krzysztof Echaust | 2020/6/1 |
A comparison of conditional and unconditional var models | Krzysztof Echaust Małgorzata Just | 2020 |
Co-Authors
