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Details about Dobromił Serwa

E-mail:
Homepage:http://dserwa.pl
Workplace:Narodowy Bank Polski (National Bank of Poland), (more information at EDIRC)
Szkoła Główna Handlowa w Warszawie (Warsaw School of Economics), (more information at EDIRC)

Access statistics for papers by Dobromił Serwa.

Last updated 2019-02-13. Update your information in the RePEc Author Service.

Short-id: pse187


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Working Papers

2018

  1. International spillovers of monetary policy: lessons from Chile, Korea, and Poland
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (1)
    See also Journal Article in Journal of International Money and Finance (2019)

2016

  1. Macro-financial linkages in the Polish economy: combined impulse-response functions in SVAR models
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads
  2. Measuring expected time to default under stress conditions for corporate loans
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads
  3. Pricing sovereign credit risk of an emerging market
    Working Paper Series, European Central Bank Downloads
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2014) Downloads

2014

  1. International transmission of liquidity shocks between parent banks and their affiliates: the host country perspective
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (4)
  2. Market perception of sovereign credit risk in the euro area during the financial crisis
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (6)
    Also in Working Paper Series, European Central Bank (2014) Downloads View citations (6)

    See also Journal Article in The North American Journal of Economics and Finance (2016)

2012

  1. Determinants of credit to households in a life-cycle model
    Working Paper Series, European Central Bank Downloads View citations (1)
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2011) Downloads View citations (4)
  2. Large Capital Inflows and Stock Returnsin a Thin Market
    CFI Discussion Papers, Centre for Finance and Investment, Heriot Watt University Downloads
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2012) Downloads
  3. Liquidity needs, private information, feedback trading: verifying motives to trade
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads

2011

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

2008

  1. Banking crises and nonlinear linkages between credit and output
    Working Papers, Department of Applied Econometrics, Warsaw School of Economics Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2007) Downloads View citations (1)

    See also Journal Article in Applied Economics (2012)
  2. Larger crises cost more: impact of banking sector instability on output growth
    Working Papers, Department of Applied Econometrics, Warsaw School of Economics Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2007) Downloads View citations (3)

    See also Journal Article in Journal of International Money and Finance (2010)

2007

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

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 Downloads
    See also Working Paper (2018)

2016

  1. 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 Downloads View citations (3)
    See also Working Paper (2014)
  2. Pricing Sovereign Credit Risk of Poland: Evidence from the CDS Market
    Emerging Markets Finance and Trade, 2016, 52, (12), 2687-2705 Downloads
  3. Using Nonperforming Loan Ratios to Compute Loan Default Rates With Evidence From European Banking Sectors
    Econometric Research in Finance, 2016, 1, (1), 47-65 Downloads

2015

  1. International Banking and Liquidity Risk Transmission: Evidence from Poland
    IMF Economic Review, 2015, 63, (3), 585-605 Downloads View citations (7)
  2. The elusive nature of motives to trade: Evidence from international stock markets
    International Review of Financial Analysis, 2015, 39, (C), 147-157 Downloads View citations (2)

2014

  1. Determinants of credit to households: An approach using the life-cycle model
    Economic Systems, 2014, 38, (4), 572-587 Downloads View citations (6)

2013

  1. Identifying multiple regimes in the model of credit to households
    International Review of Economics & Finance, 2013, 27, (C), 198-208 Downloads View citations (2)
    See also Working Paper (2011)
  2. Measuring Non-Performing Loans During (and After) Credit Booms
    Central European Journal of Economic Modelling and Econometrics, 2013, 5, (3), 163-183 Downloads View citations (1)

2012

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

2010

  1. Larger crises cost more: Impact of banking sector instability on output growth
    Journal of International Money and Finance, 2010, 29, (8), 1463-1481 Downloads View citations (15)
    See also Working Paper (2008)

2007

  1. Intra- and inter-regional spillovers between emerging capital markets around the world
    Research in International Business and Finance, 2007, 21, (2), 203-221 Downloads View citations (33)

2006

  1. 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 Downloads View citations (20)
  2. Do emerging financial markets react to monetary policy announcements? Evidence from Poland
    Applied Financial Economics, 2006, 16, (7), 513-523 Downloads View citations (5)
  3. Testing for financial spillovers in calm and turbulent periods
    The Quarterly Review of Economics and Finance, 2006, 46, (3), 397-412 Downloads View citations (19)

2005

  1. Financial contagion vulnerability and resistance: A comparison of European stock markets
    Economic Systems, 2005, 29, (3), 344-362 Downloads View citations (47)
  2. Financial contagion, spillovers and causality in the Markov switching framework
    Quantitative Finance, 2005, 5, (1), 123-131 Downloads View citations (9)

Editor

  1. Econometric Research in Finance
    SGH Warsaw School of Economics, Collegium of Economic Analysis
 
Page updated 2019-10-10