Concepedia

Krzysztof Echaust

KE

Statistics

Publications

11

Citations

428

H-Index

10

Active since

2019

Affiliations

Poznań University of Economics and Business(Current)

University of Life Sciences in Poznań

Krzysztof Echaust is an author at Poznań University of Economics and Business specializing in economics, finance, and financial economics.

ORCID

Publications per year

2019–2024

11

Publications

11

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

What is the best proxy for liquidity in the presence of extreme illiquidity?

Barbara Będowska-Sójka, Krzysztof Echaust · Emerging Markets Review · 2020 · 24 citations · Full text

, , +17

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