Vol. 2 No. 3 (2016)

View Vol. 2 No. 3 (2016)

DOI: https://doi.org/10.18559/ebr.2016.3

Published: 2016-09-30

A word from the Editor

Dorota Appenzeller

3-5
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From duration analysis to GARCH models – An approach to systematization of quantitative methods in risk measurement

Krzysztof Jajuga

7-19
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Credit markets and bubbles: is the benign credit cycle over?

Edward I. Altman, Brenda J. Kuehne

20-31
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Bipolar growth model with investment flows

Katarzyna Filipowicz, Tomasz Misiak, Tomasz Tokarski

32-56
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Twitter and the US stock market: The influence of micro‑bloggers on share prices

Karl Shutes, Karen McGrath, Piotr Lis, Robert Riegler

57-77
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Can we invest on the basis of equity risk premia and risk factors from multi-factor models?

Paweł Sakowski, Robert Ślepaczuk, Mateusz Wywiał

78-98
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Quantifying wage effects of offshoring: import- versus export-based measures of production fragmentation

Joanna Wolszczak-Derlacz, Aleksandra Parteka

99-120
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Simple four-step procedure of parabolic B curve determination for OECD countries in 1990Q1–2015Q4

Dariusz Błaszczuk

121-137
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Book review: Jerzy Witold Wiśniewski, Microeconometrics in Business Management, John Wiley & Sons, United Kingdom 2016

Dorota Appenzeller

138-140
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