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A puzzle of excessive equity risk premium and the case of Poland
Kliber, Paweł - In: E-Finanse : finansowy kwartalnik internetowy 12 (2016) 1, pp. 1-11
The article presents a historical review of the literature related to the empirical problem of excessive risk premium. The risk premium (the difference between the return on equities and risk-free rate) observed in financial markets cannot be reconciled with theoretical models of financial...
Persistent link: https://www.econbiz.de/10011539760
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Estimation of risk neutral measure for Polish stock market
Kliber, Paweł - In: E-Finanse : finansowy kwartalnik internetowy 10 (2014) 2, pp. 28-37
In the paper we present the application of risk neutral measure estimation in the analysis of the index WIG20 from Polish stock market. The risk neutral measure is calculated from the process of the options on that index. We assume that risk neutral measure is the mixture of lognormal...
Persistent link: https://www.econbiz.de/10010468362
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Optymalna stopa inwestycji w różnych warunkach demograficznych
Kliber, Paweł - In: Ekonomista : czasopismo poświe̜cone nauce i potrzebom … (2004) 4, pp. 501-519
Persistent link: https://www.econbiz.de/10002233835
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Estymacja struktury terminowej stóp procentowych w Polsce
Kliber, Paweł - In: Bank i kredyt 40 (2009) 1, pp. 107-122
Persistent link: https://www.econbiz.de/10009951105
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Estimation of risk neutral measure for Polish stock market
Kliber, Paweł - In: e-Finanse: Financial Internet Quarterly 10 (2014) 2, pp. 28-37
In the paper we present the application of risk neutral measure estimation in the analysis of the index WIG20 from Polish stock market. The risk neutral measure is calculated from the process of the options on that index. We assume that risk neutral measure is the mixture of lognormal...
Persistent link: https://www.econbiz.de/10011551425
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A puzzle of excessive equity risk premium and the case of Poland
Kliber, Paweł - In: e-Finanse: Financial Internet Quarterly 12 (2016) 1, pp. 1-11
The article presents a historical review of the literature related to the empirical problem of excessive risk premium. The risk premium (the difference between the return on equities and risk-free rate) observed in financial markets cannot be reconciled with theoretical models of financial...
Persistent link: https://www.econbiz.de/10012011855
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Optimal tax progression
Panek, Emil; Kliber, Paweł - In: Argumenta oeconomica (2007) 1/2, pp. 165-185
Persistent link: https://www.econbiz.de/10003604994
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Konwergencja i nierówności regionalne w Polsce w świetle neoklasycznych modeli wzrostu
Malaga, Krzysztof; Kliber, Paweł - 2007
Persistent link: https://www.econbiz.de/10003665733
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Wpływ światowego kryzysu gospodarczego 2007 - 2009 na rynek międzybankowy w Polsce
Płuciennik, Piotr; Kliber, Agata; Kliber, Paweł; … - 2013
Persistent link: https://www.econbiz.de/10009754047
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Convergence of regional growth paths towards stable steady-states in Poland in years 1998 - 2000
Kliber, Paweł; Malaga, Krzysztof - In: The Poznań University of Economics review 3 (2003) 2, pp. 12-30
Persistent link: https://www.econbiz.de/10002101136