Dobromił Serwa - Central Bank Research Hub

Papers by year: All | 2016 | 2014 | 2012 | 2011

Title Other author(s)

Macro-financial linkages in the Polish economy: combined impulse-response functions in SVAR models

National Bank of Poland Working papers [View] (Paper: 246, 27.09.2016)

JEL: C31, C51, C52, C87, E44, E58

Measuring expected time to default under stress conditions for corporate loans

National Bank of Poland Working papers [View] (Paper: 237, 26.07.2016)

JEL: C13, C18, G21, G32

Pricing sovereign credit risk of an emerging market

European Central Bank Working papers [View] (Paper: 1924, 27.06.2016)

JEL: C11, C32, G01, G12, G15

Pricing sovereign credit risk of an emerging market

National Bank of Poland Working papers [View] (Paper: 189, 22.10.2014)

JEL: C11, C32, G01, G12, G15

Market perception of sovereign credit risk in the euro area during the financial crisis

National Bank of Poland Working papers [View] (Paper: 185, 15.09.2014)

JEL: C11, C32, G01, G12, G15

Market perception of sovereign credit risk in the euro area during the financial crisis

European Central Bank Working papers [View] (Paper: 1710, 11.08.2014)

JEL: C11, C32, G01, G12, G15

International transmission of liquidity shocks between parent banks and their affiliates: the host country perspective

National Bank of Poland Working papers [View] (Paper: 172, 08.07.2014)

JEL: E44, F34, G32

Liquidity needs, private information, feedback trading: verifying motives to trade

National Bank of Poland Working papers [View] (Paper: 119, 30.11.2012)

Large capital inflows and stock returns in a thin market

National Bank of Poland Working papers [View] (Paper: 120, 30.11.2012)

Determinants of credit to households in a life-cycle model,

European Central Bank Working papers [View] (Paper: 1420, 03.02.2012)

Identifying multiple regimes in the model of credit to households

National Bank of Poland Working papers [View] (Paper: 099, 14.10.2011)

Determinants of credit to households in a life-cycle model

National Bank of Poland Working papers [View] (Paper: 092, 04.08.2011)

Papers by year: All | 2016 | 2014 | 2012 | 2011