7
H index
5
i10 index
261
Citations
European Central Bank | 7 H index 5 i10 index 261 Citations RESEARCH PRODUCTION: 10 Articles 19 Papers 3 Chapters RESEARCH ACTIVITY: 18 years (2005 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/poc8 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Dawid Żochowski. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Macroprudential Bulletin | 2 |
Journal of Financial Stability | 2 |
Financial Stability Review | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Paper Series / European Central Bank | 10 |
MPRA Paper / University Library of Munich, Germany | 3 |
Year | Title of citing document |
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2023 | Reverse stress testing: Scenario design for macroprudential stress tests. (2023). Schaanning, Eric ; Baes, Michel. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:2:p:209-256. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | The more the merrier? Macroprudential instrument interactions and effective policy implementation. (2023). Saldias, Martin ; Tereanu, Eugen ; Vauhkonen, Jukka ; Prapiestis, Algirdas ; Tuomikoski, Kristiina ; Pirovano, Mara ; Silva, Fatima ; Lima, Diana ; Serra, Diogo ; Kouratzoglou, Charalampos ; Sangare, Ibrahima ; Jurca, Pavol ; Lennartsdotter, Petra ; Hallissey, Niamh ; Granlund, Peik ; lo Duca, Marco ; Giedrait, Edita ; Bartal, Mehdi. In: Occasional Paper Series. RePEc:ecb:ecbops:2023310. Full description at Econpapers || Download paper |
2023 | Monetary policy spillovers and the role of prudential policies in the European Union. (2023). Coman, Andra. In: Working Paper Series. RePEc:ecb:ecbwps:20232854. Full description at Econpapers || Download paper |
2024 | Decomposing systemic risk: the roles of contagion and common exposures. (2024). Hipp, Ruben ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20242929. Full description at Econpapers || Download paper |
2023 | ESG performance and banksâ funding costs. (2023). AndrieÈ, Alin Marius ; Sprincean, Nicu. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001848. Full description at Econpapers || Download paper |
2023 | The impacts of macroprudential regulations on extreme episodes in bank flows: Whose policy helps and whose policy harms?. (2023). You, YU ; Yang, Zheng. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323008152. Full description at Econpapers || Download paper |
2023 | Optimal capital ratios for banks in the euro area. (2023). Luginbuhl, Rob ; van Heuvelen, Gerrit Hugo ; Soederhuizen, Beau ; van Stiphout-Kramer, Bert. In: Journal of Financial Stability. RePEc:eee:finsta:v:69:y:2023:i:c:s1572308923000645. Full description at Econpapers || Download paper |
2024 | Temporal networks and financial contagion. (2024). Nocciola, Luca ; Vouldis, Angelos ; Franch, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093. Full description at Econpapers || Download paper |
2024 | âThank me laterâ: Why is (macro)prudence desirable?. (2024). Roulund, Rasmus Pank ; Kuchler, Andreas ; Gerba, Eddie ; Cokayne, Graeme. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000123. Full description at Econpapers || Download paper |
2023 | The impact of macroprudential policy on inequality and implications for inclusive financial stability. (2023). Park, Sungmin ; Kim, Young-Han. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002965. Full description at Econpapers || Download paper |
2023 | Inefficient liquidity creation. (2023). Schempp, Paul ; Luck, Stephan. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000493. Full description at Econpapers || Download paper |
2023 | The disciplining effect of supervisory scrutiny in the EU-wide stress test. (2023). Pancaro, Cosimo ; Müller, Carola ; Ongena, Steven ; Muller, Carola ; Kok, Christoffer. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000687. Full description at Econpapers || Download paper |
2023 | A finance approach to climate stress testing. (2023). van Dijk, Mathijs ; Schoenmaker, Dirk ; Reinders, Henk Jan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622002005. Full description at Econpapers || Download paper |
2023 | Bail-in and bank funding costs. (2023). Galfrascoli, Paola ; Cerasi, Vittoria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000797. Full description at Econpapers || Download paper |
2023 | The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis. (2023). Shouyang, Wang ; Yahan, Wang ; Fangcheng, Tang ; Kun, Guo ; Jiajia, Liu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:105-119. Full description at Econpapers || Download paper |
2023 | Forecasting for regulatory credit loss derived from the COVID-19 pandemic: A machine learning approach. (2023). Fernandez-Aguado, Pilar Gomez ; Urea, Antonio Partal ; Gonzalez, Marta Ramos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000338. Full description at Econpapers || Download paper |
2023 | Labour Market Fluctuations and the Housing Net Worth Channel in the EU. (2023). McQuinn, Kieran ; Cronin, David. In: De Economist. RePEc:kap:decono:v:171:y:2023:i:1:d:10.1007_s10645-022-09414-8. Full description at Econpapers || Download paper |
2024 | Global directed technical change model with fiscal and monetary policies, and public debt. (2024). Vasconcelos, Paulo B ; Afonso, Oscar ; Loureiro, Daniel. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09672-3. Full description at Econpapers || Download paper |
2023 | No Reason to Worry About German Mortgages? An Analysis of Macroeconomic and Individual Drivers of Credit Risk. (2023). Schmidt, Alexander ; Koban, Anne ; Haenle, Philipp ; Barasinska, Nataliya. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:64:y:2023:i:3:d:10.1007_s10693-023-00409-3. Full description at Econpapers || Download paper |
2023 | A bigger house at the cost of an empty stomach? The effect of householdsâ indebtedness on their consumption: micro-evidence using Belgian HFCS data. (2023). Rycx, Francois ; Du Caju, Philip ; Tojerow, Ilan ; Perilleux, Guillaume. In: Review of Economics of the Household. RePEc:kap:reveho:v:21:y:2023:i:1:d:10.1007_s11150-022-09605-x. Full description at Econpapers || Download paper |
2023 | Monetary Policy and Inequality: A Two-way Relation. (2023). Thiel, Luzie. In: MAGKS Papers on Economics. RePEc:mar:magkse:202304. Full description at Econpapers || Download paper |
2023 | Forecasting Loan Default in Europe with Machine Learning*. (2023). Tosetti, Elisa ; Manzan, Sebastiano ; Barbaglia, Luca. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:2:p:569-596.. Full description at Econpapers || Download paper |
2023 | Adverse selection, loan access and default behavior in the Chilean consumer debt market. (2023). Madeira, Carlos. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00458-6. Full description at Econpapers || Download paper |
2023 | What are the triggers for arrears on debt over a business cycle? Evidence from panel data. (2023). Kukk, Merike. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2811-2833. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2006 | Changes in the financing structure of the real economy in Poland - challenges for the banking sector In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 1 |
2005 | Changes in the financing structure of the real economy in Poland - challenges for the banking sector.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2016 | Cross-border spillovers from macroprudential policy in the euro area In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 27 |
2019 | Cross-border effects of prudential regulation: evidence from the euro area.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2021 | Cross-border effects of prudential regulation: Evidence from the euro area.(2021) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
2007 | The distribution and dispersion of debt burden ratios among households in Poland and its implications for financial stability In: IFC Bulletins chapters. [Full Text][Citation analysis] | chapter | 5 |
2006 | The Distribution and Dispersion of Debt Burden Ratios Among Households in Poland and its Implications for Financial Stability.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2020 | Bank funding costs and solvency In: Bank of England working papers. [Full Text][Citation analysis] | paper | 16 |
2020 | Bank funding costs and solvency.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2022 | Bank funding costs and solvency.(2022) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2023 | Negative rates, monetary policy transmission and cross-border lending via international financial centres In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Negative rates, monetary policy transmission and cross-border lending via international financial centres.(2023) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2017 | Macroprudential policy analysis and tools â Stress test quality assurance from a top-down perspective In: Macroprudential Bulletin. [Full Text][Citation analysis] | article | 2 |
2017 | MREL: financial stability implications In: Macroprudential Bulletin. [Full Text][Citation analysis] | article | 2 |
2013 | A macro stress testing framework for assessing systemic risks in the banking sector In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 37 |
2014 | Financial fragility of euro area households In: Working Paper Series. [Full Text][Citation analysis] | paper | 98 |
2016 | Financial fragility of euro area households.(2016) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 98 | article | |
2016 | The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model In: Working Paper Series. [Full Text][Citation analysis] | paper | 24 |
2016 | When shadows grow longer: shadow banking with endogenous entry In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2017 | Knightian uncertainty and credit cycles In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2017 | The international bank lending channel of unconventional monetary policy In: Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2017 | The risk premium channel and long-term growth In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2020 | Simulating fire sales in a system of banks and asset managers In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2022 | Simulating fire sales in a system of banks and asset managers.(2022) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2015 | A Framework for Analysing and Assessing Cross-Border Spillovers from Macroprudential Policies In: Financial Stability Review. [Full Text][Citation analysis] | article | 5 |
2018 | A new financial stability risk index to predict the near-term risk of recession In: Financial Stability Review. [Full Text][Citation analysis] | article | 7 |
2016 | Macroprudential policy in a Knightian uncertainty model with credit-, risk-, and leverage cycles In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
2017 | Shadow Banking and Market Discipline on Traditional Banks In: IMF Working Papers. [Full Text][Citation analysis] | paper | 6 |
2009 | Strategic Groups and Banksâ Performance In: Financial Theory and Practice. [Full Text][Citation analysis] | article | 4 |
2006 | Strategic groups in Polish banking sector and financial stability In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2017 | Simulating fire-sales in a banking and shadow banking system In: ESRB Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2011 | Modelling Inflation Using Markov Switching Models: Case of Poland, 1992 ââ¬â 2005 In: Prace i Materia?y. [Full Text][Citation analysis] | article | 3 |
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