Piotr Wdowinski

University of Lodz

Associate Professor

Ulica Prezydenta Gabriela

Narutowicza 65 str.

Lodz, 90-131

Poland

Narodowy Bank Polski

Expert Economist

ul. Świętokrzyska 11/21

Warsaw, 00-919

Poland

CESifo (Center for Economic Studies and Ifo Institute for Economic Research)

Research Affiliate

Poschinger Str. 5

Munich, DE-81679

Germany

  • University of Lodz

  • Narodowy Bank Polski

  • CESifo (Center for Economic Studies and Ifo Institute for Economic Research)

SCHOLARLY PAPERS

5

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CROSSREF CITATIONS

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Scholarly Papers (5)

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1.

Determinants of Country Beta Risk in Poland

Number of pages: 28 Posted: 17 Aug 2004
Piotr Wdowinski
University of Lodz
Downloads 421 (79,635)

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country beta risk, capital market, risk modelling, econometric model, forecasting, Poland

2.

Financial Markets and Economic Growth in Poland: Simulations with an Econometric Model

CESifo Working Paper Series No. 1557
Number of pages: 26 Posted: 07 Nov 2005
Piotr Wdowinski
University of Lodz
Downloads 294 (119,225)

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financial market, economic growth, econometric model, simulation, Poland

3.

The Warsaw Stock Exchange Index Wig: Modelling and Forecasting

CESifo Working Paper Series No. 1570
Number of pages: 19 Posted: 11 Nov 2005
Piotr Wdowinski and Aneta Zglinska-Pietrzak
University of Lodz and University of Lodz - Institute of Economics
Downloads 238 (148,032)

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Warsaw Stock Exchange, stock index, GARCH model, forecasting

4.

Asymmetry in Volatility: A Comparison of Developed and Transition Stock Markets

CESifo Working Paper Series No. 2974
Number of pages: 25 Posted: 13 Mar 2010
Piotr Wdowinski and Marta Malecka
University of Lodz and University of Lodz - Department of Statistical Methods
Downloads 57 (416,351)

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asymmetry, volatility, stock market, transition

5.

Macro-Financial Linkages in the Polish Economy: Combined Impulse-Response Functions in SVAR Models

NBP Working Paper No. 246
Number of pages: 48 Posted: 01 Oct 2016
Dobromil Serwa and Piotr Wdowinski
National Bank of Poland and University of Lodz
Downloads 49 (445,347)

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vector autoregression, Cholesky decomposition, combined impulse response