Research project · Narodowe Centrum Nauki

NCN OPUS 21

NCN OPUS 21 · grant no. UMO-2021/41/B/HS4/02443

Publications from this project (6)

Machine learning and the cross-section of cryptocurrency returns

Cakici, N., Shahzad, S.J.H., Będowska-Sójka, B., Zaremba, A. (2024). International Review of Financial Analysis, 94, 103244.

DOISSRN preprintNCN OPUS 21

Uncertainty and cryptocurrency returns: A lesson from turbulent times

Będowska-Sójka, B., Górka, J., Hemmings, D., Zaremba, A. (2024). International Review of Financial Analysis, 94, 103330.

DOINCN OPUS 21COST Action CA19130 FinAI

Hedging geopolitical risks with different asset classes: A focus on the Russian invasion of Ukraine

Będowska-Sójka, B., Demir, E., Zaremba, A. (2022). Finance Research Letters, 50, 103192.

DOISSRN preprintNCN OPUS 21

Is geopolitical risk priced in the cross-section of cryptocurrency returns?

Long, H., Demir, E., Będowska-Sójka, B., Zaremba, A., Shahzad, S.J.H. (2022). Finance Research Letters, 49, 103131.

DOISSRN preprintNCN OPUS 21