Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

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Propensity of stock markets in the Visegrad countries to external and internal instabilities.

2015/19/D/HS4/03354

Keywords:

contagion effect volatility spillover multivariate GARCH models

Descriptors:

  • HS4_3: Econometrics, statistical methods
  • HS4_6: Financial markets, international finance, public finance

Panel:

HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution :

Uniwersytet Łódzki, Wydział Ekonomiczno-Socjologiczny

woj. łódzkie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr hab. Wojciech Grabowski 

Number of co-investigators in the project: 1

Call: SONATA 10 - announced on 2015-09-15

Amount awarded: 50 400 PLN

Project start date (Y-m-d): 2016-06-14

Project end date (Y-m-d): 2019-12-13

Project duration:: 42 months (the same as in the proposal)

Project status: Project settled

Project description

Download the project description in a pdf file

Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.

Information in the final report

  • Publication in academic press/journals (7)
  • Book publications / chapters in book publications (2)
  1. Pandemia koronawirusa, komunikaty ESPI a udział banków komercyjnych w ryzyku systemowym
    Authors:
    Wojciech Grabowski
    Academic press:
    Bezpieczny Bank (rok: 2021, tom: 83, strony: 45535), Wydawca: Bankowy Fundusz Gwarancyjny
    Status:
    Published
    DOI:
    10.26354/bb.1.2.83.2021 - link to the publication
  2. Efekt zarażania w Europie Środkowo-Wschodniej w czasie kryzysu pandemicznego. Zastosowanie metody regresji kwantylowej
    Authors:
    Wojciech Grabowski
    Academic press:
    Studia Prawno-Ekonomiczne (rok: 2021, tom: 120, strony: 45310), Wydawca: Łódzkie Towarzystwo Naukowe
    Status:
    Accepted for publication
    DOI:
    brak - link to the publication
  3. COMOVEMENTS OF STOCK MARKETS IN VISEGRAD COUNTRIES AFTER THE EU ACCESSION
    Authors:
    Wojciech Grabowski
    Academic press:
    PN WROFIN 2017 (rok: 2018, tom: 430, strony: 428-437), Wydawca: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
    Status:
    Published
    DOI:
    brak - link to the publication
  4. Givers or Recipients? Co-Movements between Stock Markets of CEE-3 and Developed Countries
    Authors:
    Wojciech Grabowski
    Academic press:
    Sustainability (rok: 2019, tom: 11, strony: 6495-6518), Wydawca: MDPI Open Access Journals
    Status:
    Published
    DOI:
    10.3390/su11226495 - link to the publication
  5. How does the ECB's monetary policy affect financial markets in CEE-3 countries?
    Authors:
    Wojciech Grabowski, Ewa Stawasz-Grabowska
    Academic press:
    Eurasian Economic Review (rok: 2020, tom: 2020, strony: 14977), Wydawca: Eurasian Business and Economics Society
    Status:
    Published
    DOI:
    10.1007/s40822-020-00160-3 - link to the publication
  6. Is there too much finance in the Central and Eastern European countries?
    Authors:
    Wojciech Grabowski, Iwona Maciejczyk-Bujnowicz
    Academic press:
    Argumenta Oeconomica (rok: 2020, tom: 45, strony: 45432), Wydawca: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
    Status:
    Published
    DOI:
    10.15611/aoe.2020.2.01 - link to the publication
  7. The COVID-19 pandemic and financial markets in the Central and Eastern Europe: macroeconomic measures and international policy spillovers
    Authors:
    Wojciech Grabowski, Jakub Janus, Ewa Stawasz-Grabowska
    Academic press:
    Emerging Markets Review (rok: 2021, ), Wydawca: Elsevier
    Status:
    Submitted
    DOI:
    brak - link to the publication
  1. -
    Authors:
    Wojciech Grabowski
    Book:
    Podatność rynków giełdowych krajów grupy wyszehradzkiej na niestabilności wewnętrzne i zewnętrzne (rok: 2021, tom: 1, strony: 1-225), Wydawca: Wydawnictwo Uniwersytetu Łódzkiego
    Status:
    Accepted for publication
  2. Stock markets of the Visegrad countries after their accession to the European Union
    Authors:
    Wojciech Grabowski
    Book:
    Banking and Finance (rok: 2020, tom: 2020, strony: 45305), Wydawca: Intech Open
    Status:
    Published

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