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J. Krawczyk

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Open access Sep 2026

Short-Term WIG20 Volatility around Interest-Rate Decision Announcements by the Monetary Policy Council of the National Bank of Poland: Evidence from 2005–2025

This study examines short-term WIG20 volatility around 235 interest-rate announcements by the Monetary Policy Council of the National Bank of Poland in 2005-2025. Volatility is measured from daily log returns in three- and five-day windows and analysed separately for decisions involving interest-rate changes and status...

J. Krawczyk, Michał Wielechowski · 0 citations

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