Details about Juliusz Jerzy Jabłecki

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Short-id: pja418

Working Papers

2014

1. Does historical volatility term structure contain valuable in-formation for predicting volatility index futures?
   Working Papers, Faculty of Economic Sciences, University of Warsaw View citations (1)

2013

2. A model for dependent defaults and pricing contingent claims with counterparty risk
   NBP Working Papers, Narodowy Bank Polski View citations (2)
3. Central bank liquidity provision, risk-taking and economic efficiency
   Working Paper Series, European Central Bank View citations (13)

2011

4. A structural model of central bank operations and bank intermediation
   Working Paper Series, European Central Bank View citations (5)
5. The optimal width of the central bank standing facilities corridor and banks' day-to-day liquidity management
   Working Paper Series, European Central Bank View citations (20)

Journal Articles

2010

1. “Show me the money” – or how the institutional aspects of monetary policy implementation render money supply endogenous
   Bank i Kredyt, 2010, 41, (3), 35-82 View citations (1)

2009

2. The impact of Basel I capital requirements on bank behavior and the efficacy of monetary policy
   International Journal of Business and Economic Sciences Applied Research (IJBESAR), 2009, 2, (1), 16-35 View citations (4)