Items where Author is "Polanski, Arnold"

Published

Stoja, Evarist, Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364 and Nguyen, Linh H. (2024) The taxonomy of tail risk. Journal of Financial Research. ISSN 0270-2592

Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364 (2024) Close-knit neighborhoods: Stability of cooperation in networks. Journal of Economic Theory, 215. ISSN 0022-0531

Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364 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 ORCID: https://orcid.org/0000-0001-9146-6364 and Vega-Redondo, Fernando (2023) Homophily and influence. Journal of Economic Theory, 207. ISSN 0022-0531

Stoja, Evarist, Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364, 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 ORCID: https://orcid.org/0000-0001-9146-6364, 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 ORCID: https://orcid.org/0000-0001-5418-8078, Mariuzzo, Franco ORCID: https://orcid.org/0000-0003-4604-1054 and Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364 (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 ORCID: https://orcid.org/0000-0001-9146-6364 (2020) Dirty neighbors — Pollution in an interlinked world. Energy Economics, 86. ISSN 0140-9883

Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364, 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 ORCID: https://orcid.org/0000-0001-9146-6364 (2019) Communication networks, externalities and the price of information. The RAND Journal of Economics, 50 (2). pp. 481-502. ISSN 0741-6261

Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364 and Vega-Redondo, Fernando (2018) Coalition bargaining in repeated games. International Economic Review, 59 (4). pp. 1949-1967. ISSN 1468-2354

Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364 and Vega-Redondo, Fernando (2018) Bargaining frictions in trading networks. The B.E. Journal of Theoretical Economics, 18 (1).

Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364 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 ORCID: https://orcid.org/0000-0001-9146-6364 and Stoja, Evarist (2016) Extreme risk interdependence.

Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364 (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 ORCID: https://orcid.org/0000-0001-9146-6364 (2016) Volatility-volume co-movements: evidence from China metal markets. Applied Economics, 48 (45). pp. 4312-4336. ISSN 0003-6846

Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364 and Lazarova, Emiliya ORCID: https://orcid.org/0000-0002-7178-0644 (2015) Dynamic multilateral markets. International Journal of Game Theory, 44 (4). pp. 815-833. ISSN 1432-1270

Mcvicar, D. and Polanski, A. ORCID: https://orcid.org/0000-0001-9146-6364 (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 ORCID: https://orcid.org/0000-0001-9146-6364 (2014) Multidimensional Forecasting and Pattern Matching. In: Proceedings ITISE 2014. UNSPECIFIED, pp. 1161-1169. ISBN 978-84-15814-97-9

Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364 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. ORCID: https://orcid.org/0000-0001-9146-6364, 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 ORCID: https://orcid.org/0000-0001-9146-6364 (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 ORCID: https://orcid.org/0000-0001-9146-6364 and Stoja, Evarist (2012) Efficient evaluation of multidimensional time-varying density forecasts. International Journal of Forecasting, 28 (2). pp. 343-352.

Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364 (2011) Genetic algorithm search for predictive patterns in multidimensional time series. Complex Systems, 19 (3). pp. 195-209.

Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364 and Cardona, Daniel (2011) Multilevel mediation in symmetric trees. Review of Network Economics, 11 (3). ISSN 1446-9022

Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364 and McVicar, Duncan (2011) Recovering social networks from individual attributes. Journal of Mathematical Sociology, 35 (4). pp. 287-311. ISSN 0022-250X

Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364 and Stoja, Evarist (2011) Dynamic density forecasts for multivariate asset returns. Journal of Forecasting, 30 (6). pp. 523-540. ISSN 0277-6693

Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364 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 ORCID: https://orcid.org/0000-0001-9146-6364 and Winter, Eyal (2010) Two-sided markets with repeated transactions. The B.E. Journal of Theoretical Economics, 10 (1).

Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364 (2007) Bilateral bargaining in networks. Journal of Economic Theory, 134 (1). pp. 557-565.

Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364 (2007) A decentralized model of information pricing in networks. Journal of Economic Theory, 136 (1). pp. 497-512.

Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364 (2007) Is the general public licence a rational choice? Journal of Industrial Economics, 55 (4). pp. 691-714. ISSN 1467-6451