9
H index
9
i10 index
269
Citations
Dobromił Serwa : Citation Profile
Narodowy Bank Polski (50% share) | RESEARCH PRODUCTION: 20 Articles 19 Papers EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
14 years (2005 - 2019). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Dobromił Serwa. | Is cited by:
| Cites to:
|
Main data
Where Dobromił Serwa has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of International Money and Finance | 2 |
| Central European Journal of Economic Modelling and Econometrics | 2 |
| Economic Systems | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| NBP Working Papers / Narodowy Bank Polski | 10 |
| MPRA Paper / University Library of Munich, Germany | 3 |
| Working Paper Series / European Central Bank | 3 |
| Working Papers / Department of Applied Econometrics, Warsaw School of Economics | 2 |
Recent works citing Dobromił Serwa (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2023 | Inside household debt: disentangling mortgages and consumer credit, and household and bank factors. Evidence from Italy. (2023). Santioni, Raffaele ; Tomassetti, Luca ; Affinito, Massimiliano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_788_23. Full description at Econpapers || Download paper |
| 2022 | Cross-border regulatory spillovers and macroprudential policy coordination. (2022). Pereira, Luiz Awazu ; Jackson, Timothy ; Agenor, Pierre-Richard. In: BIS Working Papers. RePEc:bis:biswps:1007. Full description at Econpapers || Download paper |
| 2022 | USING 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. Full description at Econpapers || Download paper |
| 2023 | Tail-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. Full description at Econpapers || Download paper |
| 2022 | Detecting 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. Full description at Econpapers || Download paper |
| 2023 | Predicting 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. Full description at Econpapers || Download paper |
| 2023 | Dynamic 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. Full description at Econpapers || Download paper |
| 2022 | Macroeconomic 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. Full description at Econpapers || Download paper |
| 2022 | The 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. Full description at Econpapers || Download paper |
| 2023 | Systematic and Unsystematic Determinants of Sectoral Risk Default Interconnectedness. (2023). Hunjra, Ahmed Imran ; ben Zaied, Younes ; Awijen, Haithem. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10336-5. Full description at Econpapers || Download paper |
| 2022 | The short-term effects of changes in capital regulations in Poland. (2022). Kapuciski, Mariusz. In: NBP Working Papers. RePEc:nbp:nbpmis:350. Full description at Econpapers || Download paper |
| 2022 | The 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. Full description at Econpapers || Download paper |
| 2022 | Does board composition and ownership structure affect banksâ 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. Full description at Econpapers || Download paper |
| 2023 | Monetary Policy Spillovers to Polish Financial Markets. (2023). Grothe, Magdalena. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2023:i:2:p:1-10. Full description at Econpapers || Download paper |
| 2022 | Asymmetric 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. Full description at Econpapers || Download paper |
| 2022 | Macroeconomic 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. Full description at Econpapers || Download paper |
Dobromił Serwa is editor of
| Journal | |
|---|---|
| Econometric Research in Finance |
Works by Dobromił Serwa:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Pension funds, large capital inflows and stock returns in a thin market In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2012 | Determinants of credit to households in a life-cycle model In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2011 | Determinants 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: 6 | paper | |
| 2014 | Market perception of sovereign credit risk in the euro area during the financial crisis In: Working Paper Series. [Full Text][Citation analysis] | paper | 17 |
| 2016 | Market 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 | |
| 2014 | Market 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 | |
| 2016 | Pricing sovereign credit risk of an emerging market In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Pricing 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 | |
| 2005 | Financial contagion vulnerability and resistance: A comparison of European stock markets In: Economic Systems. [Full Text][Citation analysis] | article | 55 |
| 2014 | Determinants of credit to households: An approach using the life-cycle model In: Economic Systems. [Full Text][Citation analysis] | article | 12 |
| 2015 | The elusive nature of motives to trade: Evidence from international stock markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
| 2006 | Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 31 |
| 2010 | Larger crises cost more: Impact of banking sector instability on output growth In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 21 |
| 2007 | Larger 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 | |
| 2008 | Larger 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 | |
| 2019 | International spillovers of monetary policy: Lessons from Chile, Korea, and Poland In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 16 |
| 2018 | International 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: 16 | paper | |
| 2006 | Testing for financial spillovers in calm and turbulent periods In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 19 |
| 2013 | Identifying multiple regimes in the model of credit to households In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2011 | Identifying 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 | |
| 2007 | Intra- and inter-regional spillovers between emerging capital markets around the world In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 43 |
| 2012 | Large Capital Inflows and Stock Returnsin a Thin Market In: CFI Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Large 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 | |
| 2016 | Pricing Sovereign Credit Risk of Poland: Evidence from the CDS Market In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 1 |
| 2012 | Liquidity needs, private information, feedback trading: verifying motives to trade In: NBP Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | International transmission of liquidity shocks between parent banks and their affiliates: the host country perspective In: NBP Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2016 | Measuring expected time to default under stress conditions for corporate loans In: NBP Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Measuring 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 | |
| 2016 | Macro-financial linkages in the Polish economy: combined impulse-response functions in SVAR models In: NBP Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2015 | International Banking and Liquidity Risk Transmission: Evidence from Poland In: IMF Economic Review. [Full Text][Citation analysis] | article | 8 |
| 2007 | Koszty restrukturyzacji sektora bankowego w Polsce In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Banking crises and nonlinear linkages between credit and output In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
| 2012 | Banking 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 | |
| 2008 | Banking 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 | |
| 2013 | Measuring Non-Performing Loans During (and After) Credit Booms In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2017 | Modeling Macro-Financial Linkages: Combined Impulse Response Functions in SVAR Models In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2016 | Using Nonperforming Loan Ratios to Compute Loan Default Rates With Evidence From European Banking Sectors In: Econometric Research in Finance. [Full Text][Citation analysis] | article | 0 |
| 2006 | Do emerging financial markets react to monetary policy announcements? Evidence from Poland In: Applied Financial Economics. [Full Text][Citation analysis] | article | 6 |
| 2005 | Financial contagion, spillovers and causality in the Markov switching framework In: Quantitative Finance. [Full Text][Citation analysis] | article | 12 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team