5
H index
5
i10 index
136
Citations
Mateusz Pipień : Citation Profile
Uniwersytet Ekonomiczny w Krakowie | RESEARCH PRODUCTION: 19 Articles 16 Papers 8 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2004 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mateusz Pipień. | Is cited by:
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Main data
Where Mateusz Pipień has published?
| Journals with more than one article published | # docs |
|---|---|
| Central European Journal of Economic Modelling and Econometrics | 6 |
| Dynamic Econometric Models | 5 |
| Equilibrium. Quarterly Journal of Economics and Economic Policy | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| NBP Working Papers / Narodowy Bank Polski, Economic Research Department | 6 |
| Faculty of Management Working Paper Series / University of Warsaw, Faculty of Management | 6 |
| MPRA Paper / University Library of Munich, Germany | 2 |
| Working Papers / Institute of Economic Research | 2 |
Recent works citing Mateusz Pipień (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2022 | A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model. (2022). Teräsvirta, Timo ; Wade, Glen ; Terasvirta, Timo ; Silvennoinen, Annastiina ; Jakobsen, Johan Stax ; Kang, Jian. In: CREATES Research Papers. RePEc:aah:create:2022-01. Full description at Econpapers || Download paper |
| 2021 | Banksâ Risk and The Impact of Audit Quality on Income Smoothing. (2021). Ballas, Apostolos ; Tzovas, Christos ; Vasilakopoulos, Konstantinos. In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:20:y:2021:i:3:p:425-453. Full description at Econpapers || Download paper |
| 2021 | The Effects of the Crisis on Convergence between the Eastern Partnership and EU-15 States. (2021). Nagy, Sandor Gyula ; Siljak, Dzenita. In: Economic Studies journal. RePEc:bas:econst:y:2021:i:7:p:3-18. Full description at Econpapers || Download paper |
| 2021 | Regulatory arbitrage and global push factors. (2021). Aysun, Uluc ; Tseng, Michael. In: Working Papers. RePEc:cfl:wpaper:2021-01ua. Full description at Econpapers || Download paper |
| 2021 | A Tale of Different Capital Ratios: How to Correctly Assess the Impact of Capital Regulation on Lending. (2021). Gric, Zuzana ; Malovana, Simona ; Hodula, Martin ; Bajzik, Josef. In: Working Papers. RePEc:cnb:wpaper:2021/8. Full description at Econpapers || Download paper |
| 2022 | Regulatory arbitrage behavior of internationally active banks and global financial market conditions. (2022). Avdjiev, Stefan ; Tseng, Michael C ; Aysun, Uluc. In: Economic Modelling. RePEc:eee:ecmode:v:112:y:2022:i:c:s0264999322001031. Full description at Econpapers || Download paper |
| 2022 | Elections and provisioning behavior: Assessing the Indian evidence. (2022). Ghosh, Saibal. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:1:s093936252200005x. Full description at Econpapers || Download paper |
| 2021 | Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components. (2021). Theodossiou, Panayiotis ; Savva, Christos ; Kosmidou, Kyriaki ; Ioannidis, Filippos. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000153. Full description at Econpapers || Download paper |
| 2021 | The impact of the coronavirus crisis on the market price of risk. (2021). Theodossiou, Panayiotis ; Savva, Christos S ; Delis, Manthos D. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301431. Full description at Econpapers || Download paper |
| 2021 | Did Basel regulation cause a significant procyclicality?. (2021). Shimizu, Katsutoshi ; Ly, Kim Cuong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000846. Full description at Econpapers || Download paper |
| 2022 | Does bank competition matter for the effects of macroprudential policy on the procyclicality of lending?. (2022). Kowalska, Iwona ; Olszak, Magorzata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s104244312100189x. Full description at Econpapers || Download paper |
| 2021 | Loan loss provisioning of US banks: Economic policy uncertainty and discretionary behavior. (2021). Demir, Ender ; Ozili, Peterson ; Danisman, Gamze Ozturk. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:923-935. Full description at Econpapers || Download paper |
| 2021 | THE IMPACT OF BANK CAPITAL AND INSTITUTIONAL QUALITY ON LENDING: EMPIRICAL EVIDENCE FROM THE MENA REGION. (2021). Mondello, Gerard ; el Hourani, Maya. In: Working Papers. RePEc:hal:wpaper:halshs-03502606. Full description at Econpapers || Download paper |
| 2021 | Market Structure and Financial Stability: the Interaction between Profit-Oriented and Mutual Cooperative Banks in Italy. (2021). Barra, Cristian ; Boccia, Marinella ; Amendola, Adalgiso ; Papaccio, Anna. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:60:y:2021:i:2:d:10.1007_s10693-021-00360-1. Full description at Econpapers || Download paper |
| 2022 | Stochastic properties and pricing of bitcoin using a GJR-GARCH model with conditional skewness and kurtosis components. (2022). Theodossiou, Panayiotis ; Savva, Christos S ; Ellina, Polina. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:2:d:10.1007_s11156-022-01055-x. Full description at Econpapers || Download paper |
| 2021 | Banking sector earnings management using loan loss provisions in the Fintech era. (2021). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:105083. Full description at Econpapers || Download paper |
| 2021 | Does bank competition matter for the effects of macroprudential policy on procyclicality of lending?. (2021). Kowalska, Iwona ; Olszak, Magorzata. In: Faculty of Management Working Paper Series. RePEc:sgm:fmuwwp:22021. Full description at Econpapers || Download paper |
| 2021 | Loan-loss provisions, earnings management, and capital management by Russian banks: the impact of changes in banking regulation and oversight. (2021). Downing, Jeff ; Nikulin, Egor. In: Eurasian Business Review. RePEc:spr:eurasi:v:11:y:2021:i:4:d:10.1007_s40821-020-00163-9. Full description at Econpapers || Download paper |
Works by Mateusz Pipień:
| Year | Title | Type | Cited |
|---|---|---|---|
| In: . [Full Text][Citation analysis] | chapter | 0 | |
| In: . [Full Text][Citation analysis] | chapter | 0 | |
| In: . [Full Text][Citation analysis] | chapter | 0 | |
| In: . [Full Text][Citation analysis] | chapter | 1 | |
| In: . [Full Text][Citation analysis] | chapter | 0 | |
| In: . [Full Text][Citation analysis] | chapter | 0 | |
| In: . [Full Text][Citation analysis] | chapter | 0 | |
| In: . [Full Text][Citation analysis] | chapter | 0 | |
| 2018 | Time-varying asymmetry and tail thickness in long series of daily financial returns In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2017 | Forecasting EUR/PLN Exchange Rate: the Role of Purchasing Power Parity Hypothesis in ESTVEC Models In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2004 | Bayesian Comparison of Bivariate GARCH Processes in the Presence of an Exogenous Variable In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 1 |
| 2006 | The Predictive Value at Risk and Capital Requirements for Market Risk. The case of PLN/USD Exchange Rate In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2006 | Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001) In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 1 |
| 2008 | On the Use of the Family of Beta Distribution in Testing Tradeoff Between Risk and Return. Bayesian Analysis for WIG Excess Returns In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2004 | Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland In: Journal of Econometrics. [Full Text][Citation analysis] | article | 24 |
| 2017 | What Drives Heterogeneity of Cyclicality of Loan-Loss Provisions in the EU? In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 35 |
| 2012 | Almost periodically correlated time series in business fluctuations analysis In: NBP Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | On the empirical importance of periodicity in the volatility of financial time series In: NBP Working Papers. [Full Text][Citation analysis] | paper | 20 |
| 2013 | Orthogonal Transformation of Coordinates in Copula M-GARCH Models ââ¬â Bayesian analysis for WIG20 spot and futures returns In: NBP Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Quarterly estimates of regional GDP in Poland ââ¬â application of statistical inference of functions of parameters In: NBP Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Returns to skills in Europe âââ‰â¬Å same or different? The empirical importance of the systems of regressions approach In: NBP Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Optimal level of capital in the Polish banking sector In: NBP Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | THE IMPACT OF CAPITAL RATIO ON LENDING OF EU BANKS â THE ROLE OF BANK SPECIALIZATION AND CAPITALIZATION In: Equilibrium. Quarterly Journal of Economics and Economic Policy. [Full Text][Citation analysis] | article | 0 |
| 2015 | The impact of capital ratio on lending of EU banks ââ¬â the role of bank specialization and capitalization.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | STATISTICAL ANALYSIS OF BUSINESS CYCLE FLUCTUATIONS IN POLAND BEFORE AND AFTER THE CRISIS In: Equilibrium. Quarterly Journal of Economics and Economic Policy. [Full Text][Citation analysis] | article | 2 |
| 2015 | Statistical analysis of business cycle fluctuations in Poland before and after the crisis.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2013 | Cross Country Linkages as Determinants of Procyclicality of Loan Loss Provisions â Empirical Importance of SURE Specification In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Cross country linkages as determinants of procyclicality of loan loss provisions ââ¬â empirical importance of SURE specification.(2013) In: Faculty of Management Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | What drives heterogeneity of loan loss provisionsâ procyclicality in the EU? In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2018 | The Impact of Capital on Lending in Economic Downturns and Investor Protection ââ¬â the Case of Large EU Banks In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2015 | THE IMPACT OF CAPITAL ON LENDING IN ECONOMIC DOWNTURNS AND INVESTOR PROTECTION ââ¬â THE CASE OF LARGE EU BANKS.(2015) In: Faculty of Management Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2022 | On the Role of Portfolio Indicators of the Capital Flows in the Convergence Processes â An Application of Systems of Regression Equations in the Case of Selected CEE Countries In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2012 | On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 19 |
| 2013 | Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2015 | Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Szacunki kwartalnego PKB w polskich województwach In: Gospodarka Narodowa. The Polish Journal of Economics. [Full Text][Citation analysis] | article | 2 |
| 2014 | What drives heterogeneity of procyclicality of loan loss provisions in the EU? In: Faculty of Management Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Do regulations and supervision shape the capital crunch effect of large banks in the EU? In: Faculty of Management Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The effects of capital on bank lending in large EU banks ââ¬â the role of procyclicality, income smoothing, regulations and supervision. In: Faculty of Management Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
| 2015 | The impact of capital on lending in publicly-traded and privately- held banks in the EU In: Faculty of Management Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Cross-country linkages as determinants of procyclicality of loan loss provisions In: The European Journal of Finance. [Full Text][Citation analysis] | article | 4 |
| 2019 | The heterogeneity of convergence in transition countries In: Post-Communist Economies. [Full Text][Citation analysis] | article | 2 |
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