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Krzysztof Echaust · Study
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Author
Krzysztof Echaust
5 works
· latest 2023
· 1 institutions
cluster: provisional
ORCID 0000-0002-3855-256X
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Citations
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Most cited in this library
Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach
2020 · 170 citations
Dynamic spillover transmission in agricultural commodity markets: What has changed after the COVID-19 threat?
2022 · 80 citations
Cryptocurrencies against stock market risk: New insights into hedging effectiveness
2023 · 34 citations
Value at Risk Estimation Using the GARCH-EVT Approach with Optimal Tail Selection
2020 · 34 citations
What is the best proxy for liquidity in the presence of extreme illiquidity?
2020 · 24 citations
Works
5 shown
Cryptocurrencies against stock market risk: New insights into hedging effectiveness
Research in International Business and Finance
·
2023
·
2 authors
·
Open access
34
citations
Dynamic spillover transmission in agricultural commodity markets: What has changed after the COVID-19 threat?
Economics Letters
·
2022
·
2 authors
·
Open access
80
citations
Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach
Finance research letters
·
2020
·
2 authors
·
Open access
170
citations
What is the best proxy for liquidity in the presence of extreme illiquidity?
Emerging Markets Review
·
2020
·
2 authors
·
Open access
24
citations
Value at Risk Estimation Using the GARCH-EVT Approach with Optimal Tail Selection
Mathematics
·
2020
·
2 authors
·
Open access
34
citations