Piotr Mielus

Warsaw School of Economics (SGH)

aleja Niepodleglosci 162

PL-Warsaw, 02-554

Poland

SCHOLARLY PAPERS

10

DOWNLOADS

362

SSRN CITATIONS

1

CROSSREF CITATIONS

4

Scholarly Papers (10)

1.

Does a Bank Levy Increase Frictions on the Interbank Market?

Number of pages: 32 Posted: 24 May 2018
Goethe University of Frankfurt, Warsaw School of Economics (SGH), Kozminski University and Cracow University of Economics
Downloads 67 (429,548)

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bank levy, interbank market, liquidity, money market, interbank rate, frictions

2.

The Role of Market Makers in Liquidity Providing on Emerging OTC Markets

Contemporary Issues of the Financial Market, ed. P. Chodnicka, R. Karkowska, M. Olszak, Wydawnictwo Naukowe WZ UW, Warszawa 2014, p. 76-90
Number of pages: 14 Posted: 23 Jun 2015
Piotr Mielus
Warsaw School of Economics (SGH)
Downloads 50 (493,103)

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OTC market, transaction costs, market makers, market liquidity, emerging markets

3.

The Application of Error Correction Model in Forecasting Market Volatility on Emerging Currency Options Markets

Forecasting Financial Markets. Theory and Applications, ed. Władysław Milo and Piotr Wdowiński, Wydawnictwo Uniwersytetu Łódzkiego, Łódź 2005, p. 43-56
Number of pages: 16 Posted: 23 Jun 2015
Piotr Mielus
Warsaw School of Economics (SGH)
Downloads 46 (510,532)

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volatility, foreign exchange, options

4.

Structure of the Cost of Deposits in Selected EU Countries

Bezpieczny Bank 3(60), Warszawa 2015, pp. 89-101
Number of pages: 11 Posted: 28 Jun 2015 Last Revised: 01 Jul 2018
Piotr Mielus and Tomasz Mironczuk
Warsaw School of Economics (SGH) and Gdansk Institute for Market Economics
Downloads 41 (533,822)
Citation 1

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money market, financial crisis, funding cost, deposit interest rate, financial market indices

5.

Financial Market Index Reform Dilemmas

Gospodarka Narodowa, 4 (284) July-August 2016, pp. 91-114
Number of pages: 21 Posted: 23 Feb 2017
Piotr Mielus
Warsaw School of Economics (SGH)
Downloads 36 (559,102)

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financial market indices, money market, financing cost, basis risk

6.

Vicious Circle of the Benchmark Reform

Piotr Mielus, Vicious circle of the benchmark reform, Bezpieczny Bank, Vol. 69, No. 4, 2017, p. 108-129
Number of pages: 20 Posted: 03 Jul 2018
Piotr Mielus
Warsaw School of Economics (SGH)
Downloads 34 (569,802)

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financial indices, benchmark regulation, money market

7.

Interdependence of Sentiment Indicators - A Case of Polish OTC Market

Nauki o Finansach, Vol. 31, No. 2, 2017, pp. 31-43
Number of pages: 13 Posted: 03 Jul 2018
Piotr Jaworski and Piotr Mielus
University of Warsaw and Warsaw School of Economics (SGH)
Downloads 23 (637,897)

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emerging markets, market sentiment, cointegration analysis

8.

Behavioural Aspects of Benchmark Quotation – The WIBOR Case

Acta Universitatis Lodziensis Folia Oeconomica, 3(335), 2018, pp. 189-205
Number of pages: 18 Posted: 03 Jul 2018
Piotr Mielus
Warsaw School of Economics (SGH)
Downloads 23 (637,897)
Citation 1

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money market, market indices, behavioural finances

9.

How to Measure the Economic Integrity of IBOR Panels? a Behavioural Approach

Financial Sciences, Vol. 24, No. 1, 2019, pp. 51-73
Number of pages: 23 Posted: 18 Apr 2019
Piotr Mielus
Warsaw School of Economics (SGH)
Downloads 22 (645,007)

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financial benchmarks, money market, behavioural finance

10.

Financial Convergence on Emerging Markets: The Case of CEE Countries

Bank i Kredyt 48(2), 2017, 149-172
Number of pages: 33 Posted: 11 May 2017
Michał Fronc and Piotr Mielus
Warsaw School of Economics (SGH) and Warsaw School of Economics (SGH)
Downloads 20 (659,177)

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financial convergence, CEE derivative markets, financial crisis