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Assessment of the systemic risk in the German banking industry

Kuziak, Katarzyna; Piontek, Krzysztof - In: Modern finance and risk management : Festschrift in …, (pp. 313-332). 2022

Persistent link: https://www.econbiz.de/10013336253

True or spurious long memory in European non-EMU currencies

Walther, Thomas; Klein, Tony; Thu, Hien Pham; Piontek, … - In: Research in international business and finance 40 (2017), pp. 217-230

Persistent link: https://www.econbiz.de/10011912762

An environment test for risk tolerance assessment verification in lifelong financial planning for households

Rokita, Paweł; Pietrzyk, Radosław; Piontek, Krzysztof - In: European research studies 23 (2020) 6, pp. 307-339

Persistent link: https://www.econbiz.de/10012510273

Volatility modeling and dependence structure of ESG and conventional investments

Górka, Joanna; Kuziak, Katarzyna - In: Risks 10 (2022) 1, pp. 1-25

The question of whether environmental, social, and governance investments outperform or underperform other conventional financial investments has been debated in the literature. In this study, we compare the volatility of rates of return of selected ESG indices and conventional ones and...

Persistent link: https://www.econbiz.de/10013200911

Ryzyko systemu finansowego : metody oceny i ich weryfikacja w wybranych krajach

Jajuga, Krzysztof; Karaś, Marta; Kuziak, Katarzyna; … - 2017

Persistent link: https://www.econbiz.de/10011749356

Risk of options : impact of volatility parameter

Jajuga, Krzysztof; Kuziak, Katarzyna - In: Soft computing for risk evaluation and management : …, (pp. 487-500). 2013

Persistent link: https://www.econbiz.de/10010188102

Volatility modeling and dependence structure of ESG and conventional investments

Górka, Joanna; Kuziak, Katarzyna - In: Risks : open access journal 10 (2022) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10012805838