Concepedia

Małgorzata Just

MJ

Statistics

Publications

12

Citations

448

H-Index

11

Active since

2020

Affiliations

University of Life Sciences in Poznań(Current)

Poznań University of Economics and Business

Małgorzata Just is an author at University of Life Sciences in Poznań specializing in economics, business, and finance.

ORCID

Publications per year

2020–2024

12

Publications

12

Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach

Małgorzata Just, Krzysztof Echaust · Finance research letters · 2020 · 168 citations · Full text

, , +17

Dynamic spillover transmission in agricultural commodity markets: What has changed after the COVID-19 threat?

Małgorzata Just, Krzysztof Echaust · Economics Letters · 2022 · 77 citations · Full text

, , +16

Value at Risk Estimation Using the GARCH-EVT Approach with Optimal Tail Selection

Krzysztof Echaust, Małgorzata Just · Mathematics · 2020 · 35 citations · Full text

, , +17

Cryptocurrencies against stock market risk: New insights into hedging effectiveness

Małgorzata Just, Krzysztof Echaust · Research in International Business and Finance · 2023 · 30 citations · Full text

, , +12

Tail Dependence between Crude Oil Volatility Index and WTI Oil Price Movements during the COVID-19 Pandemic

Krzysztof Echaust, Małgorzata Just · Energies · 2021 · 21 citations · Full text

, , +17

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