Items where Author is "Polanski, Arnold"

Stoja, Evarist, Polanski, Arnold and Nguyen, Linh H. (2024) The taxonomy of tail risk. Journal of Financial Research. ISSN 0270-2592

Polanski, Arnold (2024) Close-knit neighborhoods: Stability of cooperation in networks. Journal of Economic Theory, 215. ISSN 0022-0531

Polanski, Arnold and Le Quement, Mark (2023) The battle of opinion: dynamic information revelation by ideological senders. International Journal of Game Theory, 52 (2). pp. 463-483. ISSN 0020-7276

Polanski, Arnold and Vega-Redondo, Fernando (2023) Homophily and influence. Journal of Economic Theory, 207. ISSN 0022-0531

Stoja, Evarist, Polanski, Arnold, Nguyen, Linh H. and Pereverzin, Aleksandr (2023) Does systematic tail risk matter? Journal of International Financial Markets, Institutions & Money, 82. ISSN 1042-4431

Polanski, Arnold, Stoja, Evarist and Chiu, Ching-Wai (2021) Tail risk interdependence. International Journal of Finance and Economics, 26 (4). pp. 5499-5511. ISSN 1076-9307

Bokhari, Farasat, Mariuzzo, Franco and Polanski, Arnold (2020) Entry limiting agreements: first mover advantage, authorized generics and pay-for-delay deals. Journal of Economics & Management Strategy, 29 (3). pp. 516-542. ISSN 1058-6407

Meléndez-Jiménez, Miguel A. and Polanski, Arnold (2020) Dirty neighbors — Pollution in an interlinked world. Energy Economics, 86. ISSN 0140-9883

Polanski, Arnold, Stoja, Evarist and Windmeijer, Frank (2019) Telling tales from the tails: high-dimensional tail interdependence. Journal of Applied Econometrics, 34 (5). pp. 779-794. ISSN 0883-7252

Polanski, Arnold (2019) Communication networks, externalities and the price of information. The RAND Journal of Economics, 50 (2). pp. 481-502. ISSN 0741-6261

Polanski, Arnold and Vega-Redondo, Fernando (2018) Coalition bargaining in repeated games. International Economic Review, 59 (4). pp. 1949-1967. ISSN 1468-2354

Polanski, Arnold and Vega-Redondo, Fernando (2018) Bargaining frictions in trading networks. The B.E. Journal of Theoretical Economics, 18 (1).

Polanski, Arnold and Stoja, Evarist (2017) Forecasting multidimensional tail risk at short and long horizons. International Journal of Forecasting, 33 (4). 958–969. ISSN 0169-2070

Polanski, Arnold and Stoja, Evarist (2016) Extreme risk interdependence.

Polanski, Arnold (2016) Matching structure and bargaining outcomes in buyer–seller networks. Social Choice and Welfare, 46 (4). pp. 767-776. ISSN 0176-1714

Zhang, Ren and Polanski, Arnold (2016) Volatility-volume co-movements: evidence from China metal markets. Applied Economics, 48 (45). pp. 4312-4336. ISSN 0003-6846

Polanski, Arnold and Lazarova, Emiliya (2015) Dynamic multilateral markets. International Journal of Game Theory, 44 (4). pp. 815-833. ISSN 1432-1270

Mcvicar, D. and Polanski, A. (2014) Peer effects in uk adolescent substance use:Never mind the classmates? Oxford Bulletin of Economics and Statistics, 76 (4). 589–604. ISSN 0305-9049

Polanski, Arnold (2014) Multidimensional Forecasting and Pattern Matching. In: Proceedings ITISE 2014. UNSPECIFIED, pp. 1161-1169. ISBN 978-84-15814-97-9

Polanski, Arnold and Stoja, Evarist (2014) Co-dependence of extreme events in high frequency FX returns. Journal of International Money and Finance, 44. pp. 164-178.

Polanski, A., Zhang, R. and Stoja, E. (2013) Multidimensional risk and risk dependence. Journal of Banking and Finance, 37 (8). pp. 3286-3294. ISSN 0378-4266

Cardona, Daniel and Polanski, Arnold (2013) Voting rules and efficiency in one-dimensional bargaining games with endogenous protocol. Social Choice and Welfare, 41. pp. 217-240. ISSN 0176-1714

Polanski, Arnold and Stoja, Evarist (2012) Efficient evaluation of multidimensional time-varying density forecasts. International Journal of Forecasting, 28 (2). pp. 343-352.

Polanski, Arnold (2011) Genetic algorithm search for predictive patterns in multidimensional time series. Complex Systems, 19 (3). pp. 195-209.

Polanski, Arnold and Cardona, Daniel (2011) Multilevel mediation in symmetric trees. Review of Network Economics, 11 (3). ISSN 1446-9022

Polanski, Arnold and McVicar, Duncan (2011) Recovering social networks from individual attributes. Journal of Mathematical Sociology, 35 (4). pp. 287-311. ISSN 0022-250X

Polanski, Arnold and Stoja, Evarist (2011) Dynamic density forecasts for multivariate asset returns. Journal of Forecasting, 30 (6). pp. 523-540. ISSN 0277-6693

Polanski, Arnold and Stoja, Evarist (2010) Incorporating higher moments into value at risk forecasting. Journal of Forecasting, 29 (6). pp. 523-535. ISSN 0277-6693

Polanski, Arnold and Winter, Eyal (2010) Two-sided markets with repeated transactions. The B.E. Journal of Theoretical Economics, 10 (1).

Polanski, Arnold (2007) Bilateral bargaining in networks. Journal of Economic Theory, 134 (1). pp. 557-565.

Polanski, Arnold (2007) A decentralized model of information pricing in networks. Journal of Economic Theory, 136 (1). pp. 497-512.

Polanski, Arnold (2007) Is the general public licence a rational choice? Journal of Industrial Economics, 55 (4). pp. 691-714. ISSN 1467-6451