Details about Dobromił Serwa

Access statistics for papers by Dobromił Serwa.

Last updated 2020-09-15. Update your information in the RePEc Author Service.

Short-id: pse187

Working Papers

2018

1. International spillovers of monetary policy: lessons from Chile, Korea, and Poland
   NBP Working Papers, Narodowy Bank Polski View citations (8)
   See also Journal Article International spillovers of monetary policy: Lessons from Chile, Korea, and Poland, Journal of International Money and Finance, Elsevier (2019) View citations (10) (2019)

2016

2. Macro-financial linkages in the Polish economy: combined impulse-response functions in SVAR models
   NBP Working Papers, Narodowy Bank Polski View citations (4)
3. Measuring expected time to default under stress conditions for corporate loans
   NBP Working Papers, Narodowy Bank Polski
   See also Journal Article Measuring expected time to default under stress conditions for corporate loans, Empirical Economics, Springer (2019) View citations (1) (2019)
4. Pricing sovereign credit risk of an emerging market
   Working Paper Series, European Central Bank View citations (1)
   Also in NBP Working Papers, Narodowy Bank Polski (2014)

2014

5. International transmission of liquidity shocks between parent banks and their affiliates: the host country perspective
   NBP Working Papers, Narodowy Bank Polski View citations (4)
6. Market perception of sovereign credit risk in the euro area during the financial crisis
   NBP Working Papers, Narodowy Bank Polski View citations (10)
   Also in Working Paper Series, European Central Bank (2014) View citations (12)
   See also Journal Article Market perception of sovereign credit risk in the euro area during the financial crisis, The North American Journal of Economics and Finance, Elsevier (2016) View citations (8) (2016)

2012

7. Determinants of credit to households in a life-cycle model
   Working Paper Series, European Central Bank View citations (4)
   Also in NBP Working Papers, Narodowy Bank Polski (2011) View citations (5)
8. Large Capital Inflows and Stock Returnsin a Thin Market
   CFI Discussion Papers, Centre for Finance and Investment, Heriot Watt University
   Also in NBP Working Papers, Narodowy Bank Polski (2012)
9. Liquidity needs, private information, feedback trading: verifying motives to trade
   NBP Working Papers, Narodowy Bank Polski

2011

10. Identifying multiple regimes in the model of credit to households
    NBP Working Papers, Narodowy Bank Polski View citations (1)
    See also Journal Article Identifying multiple regimes in the model of credit to households, International Review of Economics & Finance, Elsevier (2013) View citations (3) (2013)

2008

11. Banking crises and nonlinear linkages between credit and output
    Working Papers, Department of Applied Econometrics, Warsaw School of Economics View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2007) View citations (1)
    See also Journal Article Banking crises and nonlinear linkages between credit and output, Applied Economics, Taylor & Francis Journals (2012) View citations (3) (2012)
12. Larger crises cost more: impact of banking sector instability on output growth
    Working Papers, Department of Applied Econometrics, Warsaw School of Economics
    Also in MPRA Paper, University Library of Munich, Germany (2007) View citations (3)
    See also Journal Article Larger crises cost more: Impact of banking sector instability on output growth, Journal of International Money and Finance, Elsevier (2010) View citations (20) (2010)

2007

13. Koszty restrukturyzacji sektora bankowego w Polsce
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2019

1. International spillovers of monetary policy: Lessons from Chile, Korea, and Poland
   Journal of International Money and Finance, 2019, 90, (C), 175-186 View citations (10)
   See also Working Paper International spillovers of monetary policy: lessons from Chile, Korea, and Poland, NBP Working Papers (2018) View citations (8) (2018)
2. Measuring expected time to default under stress conditions for corporate loans
   Empirical Economics, 2019, 57, (1), 31-52 View citations (1)
   See also Working Paper Measuring expected time to default under stress conditions for corporate loans, NBP Working Papers (2016) (2016)
3. Pension funds, large capital inflows and stock returns in a thin market
   Journal of Pension Economics and Finance, 2019, 18, (3), 347-387 View citations (4)

2017

4. Modeling Macro-Financial Linkages: Combined Impulse Response Functions in SVAR Models
   Central European Journal of Economic Modelling and Econometrics, 2017, 9, (4), 323-357 View citations (4)

2016

5. Market perception of sovereign credit risk in the euro area during the financial crisis
   The North American Journal of Economics and Finance, 2016, 37, (C), 168-189 View citations (8)
   See also Working Paper Market perception of sovereign credit risk in the euro area during the financial crisis, NBP Working Papers (2014) View citations (10) (2014)
6. Pricing Sovereign Credit Risk of Poland: Evidence from the CDS Market
   Emerging Markets Finance and Trade, 2016, 52, (12), 2687-2705 View citations (1)
7. Using Nonperforming Loan Ratios to Compute Loan Default Rates With Evidence From European Banking Sectors
   Econometric Research in Finance, 2016, 1, (1), 47-65 View citations (1)

2015

8. International Banking and Liquidity Risk Transmission: Evidence from Poland
   IMF Economic Review, 2015, 63, (3), 585-605 View citations (9)
9. The elusive nature of motives to trade: Evidence from international stock markets
   International Review of Financial Analysis, 2015, 39, (C), 147-157 View citations (3)

2014

10. Determinants of credit to households: An approach using the life-cycle model
    Economic Systems, 2014, 38, (4), 572-587 View citations (14)

2013

11. Identifying multiple regimes in the model of credit to households
    International Review of Economics & Finance, 2013, 27, (C), 198-208 View citations (3)
    See also Working Paper Identifying multiple regimes in the model of credit to households, NBP Working Papers (2011) View citations (1) (2011)
12. Measuring Non-Performing Loans During (and After) Credit Booms
    Central European Journal of Economic Modelling and Econometrics, 2013, 5, (3), 163-183 View citations (1)

2012

13. Banking crises and nonlinear linkages between credit and output
    Applied Economics, 2012, 44, (8), 1025-1040 View citations (3)
    See also Working Paper Banking crises and nonlinear linkages between credit and output, Working Papers (2008) View citations (2) (2008)

2010

14. Larger crises cost more: Impact of banking sector instability on output growth
    Journal of International Money and Finance, 2010, 29, (8), 1463-1481 View citations (20)
    See also Working Paper Larger crises cost more: impact of banking sector instability on output growth, Working Papers (2008) (2008)

2007

15. Intra- and inter-regional spillovers between emerging capital markets around the world
    Research in International Business and Finance, 2007, 21, (2), 203-221 View citations (44)

2006

16. Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis
    Journal of International Financial Markets, Institutions and Money, 2006, 16, (4), 301-317 View citations (31)
17. Do emerging financial markets react to monetary policy announcements? Evidence from Poland
    Applied Financial Economics, 2006, 16, (7), 513-523 View citations (7)
18. Testing for financial spillovers in calm and turbulent periods
    The Quarterly Review of Economics and Finance, 2006, 46, (3), 397-412 View citations (24)

2005

19. Financial contagion vulnerability and resistance: A comparison of European stock markets
    Economic Systems, 2005, 29, (3), 344-362 View citations (57)
20. Financial contagion, spillovers and causality in the Markov switching framework
    Quantitative Finance, 2005, 5, (1), 123-131 View citations (13)

Editor

1. Econometric Research in Finance
   SGH Warsaw School of Economics, Collegium of Economic Analysis