_cut.jpg)
“Systemic Risk and Financial Connectedness: Empirical Evidence” with Roberto Savona. Check out the code and slides.
“Risk Aversion Heterogeneity and Contagion in Endogenous Financial Networks” with Andrea Modena (Draft soon).
Published in Journal of Open Source Software, 2024
Recommended citation: Dadej, M., (2024). MarSwitching.jl: A Julia package for Markov switching dynamic models. Journal of Open Source Software, 9(98), 6441, https://doi.org/10.21105/joss.06441 https://joss.theoj.org/papers/10.21105/joss.06441
Published in Journal of Economic Studies, 2023
Recommended citation: Dadej, M. (2023), "Business cycle transmission between France and United Kingdom", Journal of Economic Studies, Vol. 50 No. 8, pp. 1926-1938. https://doi.org/10.1108/JES-01-2023-0044 https://www.emerald.com/insight/content/doi/10.1108/JES-01-2023-0044/full/html
Published in Finanse i Prawo Finansowe, 2020
Recommended citation: Dadej, M. (2020). Short Position Disclosures and Underlying Stock Performance: Evidence from Polish Stock Market. Finanse I Prawo Finansowe, 3(27), 63–75. https://doi.org/10.18778/2391-6478.3.27.03 https://czasopisma.uni.lodz.pl/fipf/article/view/8488
Published in Our Studies, 2020
Recommended citation: Dadej M., (2020). "Agent-based modelling of macroeconomic shocks in a banking sector." Nasze Studia... http://ekonom.ug.edu.pl/web/download.php?OpenFile=3752
Published in Our Studies, 2019
Recommended citation: Dadej M., (2019). "Application of Ensemble Gradient Boosting Decision Trees to Forecast Stock Prices on WSE." Nasze Studia... https://m-dadej.github.io/files/wybrane_problemy_zarzadzania.pdf
Published in Issues of Management in Knowledge - based Economy, 2018
Recommended citation: Dadej M., (2018). "Rola uczenia maszynowego w sektorze finansowym." Wybrane problemy zarządzania w gospodarce opartej na wiedzy - teoria i praktyka... https://m-dadej.github.io/files/wybrane_problemy_zarzadzania.pdf
Published in Finance and Financial Law, 2018
Recommended citation: Dadej M., (2018). "Systemy gwarantowania depozytów bankowych na świecie–Analiza porównawcza." Finanse i Prawo Finansowe. 1(3). https://www.czasopisma.uni.lodz.pl/fipf/article/download/8488/8353