Dobromił Serwa : Citation Profile

Are you Dobromił Serwa?

Narodowy Bank Polski (50% share)
Szkoła Główna Handlowa w Warszawie (50% share)

9

H index

9

i10 index

266

Citations

RESEARCH PRODUCTION:

20

Articles

19

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   14 years (2005 - 2019). See details.
   Cites by year: 19
   Journals where Dobromił Serwa has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 12 (4.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pse187
   Updated: 2023-08-19    RAS profile: 2020-09-15    
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Relations with other researchers

Works with:

Mok, Junghwan (2)

Jara, Alejandro (2)

Moreno, David (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Dobromił Serwa.

Is cited by:

Goldberg, Linda (11)

Buch, Claudia (9)

Kočenda, Evžen (8)

Kutan, Ali (5)

Hills, Robert (5)

Bussiere, Matthieu (5)

Stephan, Andreas (4)

Kozhan, Roman (4)

Pawłowska, Małgorzata (4)

Siklos, Pierre (4)

Gebka, Bartosz (4)

Cites to:

Kaminsky, Graciela (15)

Bekaert, Geert (14)

Harvey, Campbell (12)

Reinhart, Carmen (11)

Sola, Martin (10)

Mendoza, Enrique (8)

Terrones, Marco (8)

Rigobon, Roberto (8)

Karolyi, G. (8)

Westermann, Frank (8)

Bernanke, Ben (8)

Main data

Where Dobromił Serwa has published?

Journals with more than one article published# docs
Economic Systems2
Central European Journal of Economic Modelling and Econometrics2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
NBP Working Papers / Narodowy Bank Polski10
MPRA Paper / University Library of Munich, Germany3
Working Paper Series / European Central Bank3
Working Papers / Department of Applied Econometrics, Warsaw School of Economics2

Recent works citing Dobromił Serwa (2022 and 2021)

YearTitle of citing document
2022Cross-border regulatory spillovers and macroprudential policy coordination. (2022). Pereira, Luiz Awazu ; Jackson, Timothy ; Agenor, Pierre-Richard. In: BIS Working Papers. RePEc:bis:biswps:1007.

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2021Contagion of fear: Is the impact of COVID?19 on sovereign risk really indiscriminate?. (2021). Cevik, Serhan ; Ozturkkal, Belma. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:2:p:134-154.

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2021Macroprudential policy and the inward transmission of monetary policy: The case of Chile, Mexico, and Russia. (2021). Styrin, Konstantin ; Moreno, David ; Bush, Georgia ; Ushakova, Yulia ; Jara, Alejandro ; Gomez, Tomas. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:37-60.

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2021The interaction between macroprudential and monetary policies: The cases of Norway and Sweden. (2021). Grodecka-Messi, Anna ; Dinger, Valeriya ; Cao, Jin ; Zhang, Xin ; Juelsrud, Ragnar ; Grodeckamessi, Anna. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:87-116.

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2022USING THE BAYESIAN VAR IN MONETARY POLICY ANALYSIS: A LITERATURE REVIEW. (2022). Monica-Ionelia, Margarit. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2022:v:1:p:212-216.

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2021The impact of COVID-19 induced panic on the return and volatility of precious metals. (2021). Tawil, Dima ; Aziz, Saqib ; Umar, Zaghum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000691.

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2023Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Ali, Shoaib ; Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887.

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2021Return connectedness across asset classes around the COVID-19 outbreak. (2021). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302878.

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2022Detecting signed spillovers in global financial markets: A Markov-switching approach. (2022). Kangogo, Moses ; Volkov, Vladimir. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001259.

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2021Evaluating Euribor Manipulation: Effects on Mortgage Borrowers. (2021). Sanz-Gomez, Jose-Antonio ; Rojo-Garcia, Jose-Luis ; Rodriguez-Fernandez, Jose-Miguel ; Mate-Garcia, Jorge-Julio ; Fernandez-Abascal, Hermenegildo ; Rodriguez-Lopez, Araceli. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320316093.

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2021QE in the euro area: Has the PSPP benefited peripheral bonds?. (2021). Gros, Daniel ; Belke, Ansgar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100069x.

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2021Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic. (2021). Kayani, Ghulam Mujtaba ; Farid, Saqib ; Hussain, Syed Jawad ; Naeem, Muhammad Abubakr. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100115x.

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2023Predicting loss given default of unsecured consumer loans with time-varying survival scores. (2023). Bellotti, Anthony ; Li, Zhiyong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x2300015x.

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2023Dynamic integration and transmission channels among interest rates and oil price shocks. (2023). Dagher, Leila ; Abid, Ilyes ; Guesmi, Khaled ; Urom, Christian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:296-317.

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2021Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre. (2021). Oxley, Les ; Corbet, Shaen ; Xu, Danyang ; Hu, Yang ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:55-81.

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2022Macroeconomic determinants of loan defaults: Evidence from the U.S. peer-to-peer lending market. (2022). Alam, Khorshed ; Shams, Syed ; Nigmonov, Asror. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001379.

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2022The Impact of Covid-19 Dynamics on SCDS Spreads in Selected CEE Countries. (2022). Czech, Maria . In: European Research Studies Journal. RePEc:ers:journl:v:xxv:y:2022:i:1:p:254-271.

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2021.

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2021The impact of COVID-19 induced panic on the return and volatility of precious metals. (2021). Tawil, Dima ; Aziz, Saqib ; Umar, Zaghum. In: Post-Print. RePEc:hal:journl:hal-03330197.

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2021Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia. (2021). Dibooglu, Selahattin ; Çevik, Emrah ; Cevik, Emrah Ismail ; Al-Eisa, Eisa Abdulrahman ; Abdallah, Atif Awad. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:18:y:2021:i:1:d:10.1007_s10368-020-00484-0.

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2022The short-term effects of changes in capital regulations in Poland. (2022). Kapuciski, Mariusz. In: NBP Working Papers. RePEc:nbp:nbpmis:350.

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2022The Interdependence of the Stock Markets Developed in Central and Eastern- European Stock Markets - Represented by the Stock Indices. (2022). Pepi, Mitica. In: Ovidius University Annals, Economic Sciences Series. RePEc:ovi:oviste:v:xxii:y:2022:i:2:p:995-1000.

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2022Does board composition and ownership structure affect banks’ systemic risk? European evidence. (2022). Mateus, Cesario ; Garcia-Gomez, Conrado Diego ; Farinha, Jorge Bento ; Diez-Esteban, Jose Maria. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:23:y:2022:i:2:d:10.1057_s41261-021-00148-2.

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2021What have we learnt from modelling stock returns in Nigeria: Higgledy-piggledy?. (2021). Rano, Shehu Usman. In: MPRA Paper. RePEc:pra:mprapa:110382.

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2021TRANSMISSION OF CONTEMPORANEOUS SHOCKS FROM THE WORLD TO EMERGING ISLAMIC EQUITY MARKETS: AN APPLICATION OF GEWEKE MEASURE. (2021). Waheed, Ajmal ; Ehsan, Saima ; Ellahi, Nazima ; Hashmi, Waqar Haider. In: Bulletin of Business and Economics (BBE). RePEc:rfh:bbejor:v:10:y:2021:i:4:p:44-55.

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2021Uncovering Effects of Hot Potatoes in Banking System: Arresting Die-Hard Issues. (2021). Basit, Abdul ; Khan, Abdul Aziz ; Abbass, Kashif ; Begum, Halima ; Song, Huaming ; Qazi, Tehmina Fiaz. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:4:p:21582440211061554.

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2022Asymmetric volatility transmission in Japanese stock market in the presence of structural breaks. (2022). Dritsakis, Nikolaos ; Kartsonakis-Mademlis, Dimitrios. In: The Japanese Economic Review. RePEc:spr:jecrev:v:73:y:2022:i:4:d:10.1007_s42973-020-00051-x.

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2022Macroeconomic Determinants of Household Indebtedness in Romania: An Econometric Approach. (2022). Calcedonia, Enache. In: Journal of Social and Economic Statistics. RePEc:vrs:jsesro:v:11:y:2022:i:1-2:p:102-117:n:4.

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2021Credit information sharing and the shift in bank lending towards households. (2021). Bahadir, Berrak ; Valev, Neven. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:60-72.

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2021Macrofinancial linkages in Europe: Evidence from quantile local projections. (2021). Shchepeleva, Maria ; Stolbov, Mikhail. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5557-5569.

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2021Cryptocurrencies: Key Risks and Challenges. (2021). Mzoughi, Hela ; Ghabri, Yosra ; ben Khelifa, Soumaya ; Arsi, Sonia. In: World Scientific Book Chapters. RePEc:wsi:wschap:9789811239670_0007.

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Dobromił Serwa is editor of

Journal
Econometric Research in Finance

Works by Dobromił Serwa:

YearTitleTypeCited
2019Pension funds, large capital inflows and stock returns in a thin market In: Journal of Pension Economics and Finance.
[Full Text][Citation analysis]		article1
2012Determinants of credit to households in a life-cycle model In: Working Paper Series.
[Full Text][Citation analysis]		paper5
2011Determinants of credit to households in a life-cycle model.(2011) In: NBP Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2014Market perception of sovereign credit risk in the euro area during the financial crisis In: Working Paper Series.
[Full Text][Citation analysis]		paper17
2016Market perception of sovereign credit risk in the euro area during the financial crisis.(2016) In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		article
2014Market perception of sovereign credit risk in the euro area during the financial crisis.(2014) In: NBP Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
2016Pricing sovereign credit risk of an emerging market In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2014Pricing sovereign credit risk of an emerging market.(2014) In: NBP Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2005Financial contagion vulnerability and resistance: A comparison of European stock markets In: Economic Systems.
[Full Text][Citation analysis]		article55
2014Determinants of credit to households: An approach using the life-cycle model In: Economic Systems.
[Full Text][Citation analysis]		article11
2015The elusive nature of motives to trade: Evidence from international stock markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2006Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article31
2010Larger crises cost more: Impact of banking sector instability on output growth In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article21
2007Larger crises cost more: impact of banking sector instability on output growth.(2007) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2008Larger crises cost more: impact of banking sector instability on output growth.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2019International spillovers of monetary policy: Lessons from Chile, Korea, and Poland In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article15
2018International spillovers of monetary policy: lessons from Chile, Korea, and Poland.(2018) In: NBP Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2006Testing for financial spillovers in calm and turbulent periods In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article19
2013Identifying multiple regimes in the model of credit to households In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2011Identifying multiple regimes in the model of credit to households.(2011) In: NBP Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2007Intra- and inter-regional spillovers between emerging capital markets around the world In: Research in International Business and Finance.
[Full Text][Citation analysis]		article43
2012Large Capital Inflows and Stock Returnsin a Thin Market In: CFI Discussion Papers.
[Full Text][Citation analysis]		paper0
2012Large capital inflows and stock returns in a thin market.(2012) In: NBP Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2016Pricing Sovereign Credit Risk of Poland: Evidence from the CDS Market In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article1
2012Liquidity needs, private information, feedback trading: verifying motives to trade In: NBP Working Papers.
[Full Text][Citation analysis]		paper0
2014International transmission of liquidity shocks between parent banks and their affiliates: the host country perspective In: NBP Working Papers.
[Full Text][Citation analysis]		paper4
2016Measuring expected time to default under stress conditions for corporate loans In: NBP Working Papers.
[Full Text][Citation analysis]		paper1
2019Measuring expected time to default under stress conditions for corporate loans.(2019) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2016Macro-financial linkages in the Polish economy: combined impulse-response functions in SVAR models In: NBP Working Papers.
[Full Text][Citation analysis]		paper3
2015International Banking and Liquidity Risk Transmission: Evidence from Poland In: IMF Economic Review.
[Full Text][Citation analysis]		article8
2007Koszty restrukturyzacji sektora bankowego w Polsce In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2007Banking crises and nonlinear linkages between credit and output In: MPRA Paper.
[Full Text][Citation analysis]		paper6
2012Banking crises and nonlinear linkages between credit and output.(2012) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		article
2008Banking crises and nonlinear linkages between credit and output.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2013Measuring Non-Performing Loans During (and After) Credit Booms In: Central European Journal of Economic Modelling and Econometrics.
[Full Text][Citation analysis]		article1
2017Modeling Macro-Financial Linkages: Combined Impulse Response Functions in SVAR Models In: Central European Journal of Economic Modelling and Econometrics.
[Full Text][Citation analysis]		article3
2016Using Nonperforming Loan Ratios to Compute Loan Default Rates With Evidence From European Banking Sectors In: Econometric Research in Finance.
[Full Text][Citation analysis]		article0
2006Do emerging financial markets react to monetary policy announcements? Evidence from Poland In: Applied Financial Economics.
[Full Text][Citation analysis]		article6
2005Financial contagion, spillovers and causality in the Markov switching framework In: Quantitative Finance.
[Full Text][Citation analysis]		article12

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