Research
Research
Work in progress
Financially-driven exchange rates and international consumption risk sharing in advanced and emerging economies
Tail dependence in European stock markets amidst the Russo-Ukrainian war: Shifting linkages and their determinants
(with Wojciech Grabowski)
Shades of inflation targeting: Insights from fractional integration
(with Marek A. Dąbrowski and Krystian Mucha)
Unconventional monetary policies and the conservative central banker principle: two interpretations
(with Krystina Mucha)
Selected and recent publications
Janus J. (2025). Global financial risk and uncovered interest parity premia in Central and Eastern Europe. Economic Modelling, 148, 107078.
Creel, J., Dąbrowski, M. A., Farvaque, E., Janus, J., & Stanek, P. (2025). A stringent necessity: addressing fiscal bubbles with fiscal rules in Central and Eastern Europe. Post-Communist Economies, 37(1-2), 21-50.
article
Dąbrowski, M. A., & Janus, J. (2024). Does the interest parity puzzle hold for Central and Eastern European economies?. Open Economies Review, 35(3), 421-456.
Janus, J. (2023). Flights to safe assets in bond markets: evidence from emerging market economies. Journal of International Money and Finance, 139, 102973.
Grabowski, W., Janus, J., & Stawasz-Grabowska, E. (2023). The COVID-19 pandemic and financial markets in Central Europe: Macroeconomic measures and international policy spillovers. Emerging Markets Review, 54, 100991.
Grabowski, W., Janus, J., & Stawasz-Grabowska, E. (2023). The effects of monetary policy response to the Covid-19 crisis on dynamic connectedness across financial markets in Central and Eastern Europe. Entrepreneurial Business and Economics Review, 11(1), 7-28.
Janus J., (2022). Long-term sovereign interest rates in Czechia, Hungary and Poland: a comparative assessment with an affine term structure model, Statistics in Transition New Series, 23(1), 153–171.
Janus, J. (2021). The COVID-19 shock and long-term interest rates in emerging market economies. Finance Research Letters, 43, 101976.
Janus J. (2020), Is ECB Rocking the Boat? Unconventional Monetary Policy in the EMU and Volatility Spillovers to Poland, Eastern European Economics, 58(1), 50-67.
Janus J. (2019), Real interest rate differentials between Central and Eastern European countries and the euro area, Equilibrium, 14(4), 677-693.
Selected and recent publications (in Polish)
Wajda-Lichy, M., Janus, J., Mucha, K., & Sordyl, M. (2022). Wyzwania polityki makroekonomicznej krajów na różnym poziomie rozwoju wobec zmian w gospodarce światowej. Warszawa: CeDeWu.
Kawa, P., Wojtyna, A., Janus, J., & Dąbrowski, M. A. (2020). Współzależności finansowe między krajami na różnym poziomie rozwoju po światowym kryzysie finansowym. Warszawa: Wydawnictwo Naukowe PWN.
Janus, J. (2020). Strategie wychodzenia głównych banków centralnych z niekonwencjonalnej polityki pieniężnej. Krakow: Wydawnictwo Uniwersytetu Ekonomicznego w Krakowie.