Janusz Brzeszczyński

Economics and Econometrics · 2016–2020

A researcher in the Science corpus: 2 papers; trusts 10 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Janusz Brzeszczyński trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Francis X. Diebold
  2. Robert F. Engle
  3. Christopher A. Sims
  4. John W. Goodell
  5. Badar Nadeem Ashraf
  6. D. Yang
  7. Kamil Yilmaz
  8. Arshian Sharif
  9. Laura Alfaro

Papers from Janusz Brzeszczyński's perspective

Ordered by how strongly the researchers Janusz Brzeszczyński trusts endorse each paper. Same corpus, a different order for every researcher.

  1. On the Estimation of Security Price Volatilities from Historical Data
  2. MACROECONOMICS AND REALITY
  3. Aggregate and Firm-Level Stock Returns During Pandemics, in Real Time (Social Science Research Network)
  4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  5. Stock markets’ reaction to COVID-19: Cases or fatalities? (Research In International Business and Finance)
  6. Detecting multiple breaks in financial market volatility dynamics
  7. When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10-Ks
  8. COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (International Review of Financial Analysis)
  9. Transmission of equity returns and volatility in Asian developed and emerging markets : a multivariate Garch analysis
  10. Dynamic linkages between emerging European and developed stock markets: Has the EMU any impact?

Their papers