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Publications

by alumni of

Szkoła Główna Handlowa w Warszawie → Katedra Ekonomii I

Warsaw School of Economics → Department of Economics I

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2023

  1. Desislava Andreeva & Andra Coman & Mary Everett & Maren Froemel & Kelvin Ho & Simon Lloyd & Baptiste Meunier & Justine Pedrono & Dennis Reinhardt & Andrew Wong & Eric Wong & Dawid Żochowski, 2023, "Negative rates, monetary policy transmission and cross-border lending via international financial centres," Bank of England Staff Working Paper series, Bank of England, number 1010, Jan.

2020

  1. Guillaume Arnould & Cosimo Pancaro & Dawid Żochowski, 2020, "Bank funding costs and solvency," Bank of England Staff Working Paper series, Bank of England, number 853, Feb.
  2. Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2020, "Simulating fire sales in a system of banks and asset managers," Working Paper Series, European Central Bank, number 2373, Feb.

2019

  1. Żochowski, Dawid & Franch, Fabio & Nocciola, Luca, 2019, "Cross-border effects of prudential regulation: evidence from the euro area," Working Paper Series, European Central Bank, number 2285, May.

2017

  1. Gerba, Eddie & Żochowski, Dawid, 2017, "Knightian uncertainty and credit cycles," Working Paper Series, European Central Bank, number 2068, May.
  2. Gräb, Johannes & Żochowski, Dawid, 2017, "The international bank lending channel of unconventional monetary policy," Working Paper Series, European Central Bank, number 2109, Nov.
  3. Schumacher, Malte D. & Żochowski, Dawid, 2017, "The risk premium channel and long-term growth," Working Paper Series, European Central Bank, number 2114, Dec.
  4. Mr. Anil Ari & Matthieu Darracq-Paries & Christoffer Kok, 2017, "Shadow Banking and Market Discipline on Traditional Banks," IMF Working Papers, International Monetary Fund, number 2017/285, Dec.
  5. Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2017, "Simulating fire-sales in a banking and shadow banking system," ESRB Working Paper Series, European Systemic Risk Board, number 46, Jun.

2016

  1. Kok, Christoffer & Gross, Marco & Żochowski, Dawid, 2016, "The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model," Working Paper Series, European Central Bank, number 1888, Mar.
  2. Ari, Anil & Darracq Pariès, Matthieu & Kok, Christoffer & Żochowski, Dawid, 2016, "When shadows grow longer: shadow banking with endogenous entry," Working Paper Series, European Central Bank, number 1943, Aug.
  3. Gerba, Eddie & Zochowski, Dawid, 2016, "Macroprudential policy in a Knightian uncertainty model with credit-, risk-, and leverage cycles," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 62812.

2014

  1. Żochowski, Dawid & Ampudia, Miguel & van Vlokhoven, Has, 2014, "Financial fragility of euro area households," Working Paper Series, European Central Bank, number 1737, Oct.

2013

  1. Henry, Jérôme & Zimmermann, Maik & Leber, Miha & Kolb, Markus & Grodzicki, Maciej & Amzallag, Adrien & Vouldis, Angelos & Hałaj, Grzegorz & Pancaro, Cosimo & Gross, Marco & Baudino, Patrizia & Sydow, , 2013, "A macro stress testing framework for assessing systemic risks in the banking sector," Occasional Paper Series, European Central Bank, number 152, Oct.

2006

  1. Hałaj, Grzegorz & Żochowski, Dawid, 2006, "Strategic groups in Polish banking sector and financial stability," MPRA Paper, University Library of Munich, Germany, number 326, Mar.
  2. Dawid, Żochowski & Sławomir, Zajączkowski, 2006, "The Distribution and Dispersion of Debt Burden Ratios Among Households in Poland and its Implications for Financial Stability," MPRA Paper, University Library of Munich, Germany, number 692, Jul, revised 19 Oct 2006.

2005

  1. Pruski, Jerzy & Żochowski, Dawid, 2005, "Changes in the financing structure of the real economy in Poland - challenges for the banking sector," MPRA Paper, University Library of Munich, Germany, number 328, Aug.

Journal articles

2025

  1. Andreeva, Desislava & Coman, Andra & Everett, Mary & Froemel, Maren & Ho, Kelvin & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Wong, Andrew & Wong, Eric & Żochowski, Dawi, 2025, "Negative rates, monetary policy transmission and cross-border lending via international financial centers," Journal of Financial Stability, Elsevier, volume 81, issue C, DOI: 10.1016/j.jfs.2025.101474.

2022

  1. Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2022, "Simulating fire sales in a system of banks and asset managers," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2019.105707.
  2. Guillaume Arnould & Giuseppe Avignone & Cosimo Pancaro & Dawid Żochowski, 2022, "Bank funding costs and solvency," The European Journal of Finance, Taylor & Francis Journals, volume 28, issue 10, pages 931-963, July, DOI: 10.1080/1351847X.2021.1939753.

2021

  1. Franch, Fabio & Nocciola, Luca & Żochowski, Dawid, 2021, "Cross-border effects of prudential regulation: Evidence from the euro area," Journal of Financial Stability, Elsevier, volume 53, issue C, DOI: 10.1016/j.jfs.2020.100820.

2018

  1. Deghi, Andrea & Welz, Peter & Żochowski, Dawid, 2018, "A new financial stability risk index to predict the near-term risk of recession," Financial Stability Review, European Central Bank, volume 1.

2017

  1. Mirza, H. & Zochowski,D., 2017, "Macroprudential policy analysis and tools – Stress test quality assurance from a top-down perspective," Macroprudential Bulletin, European Central Bank, volume 3.
  2. Gaiduchevici, G. & Zochowski,D., 2017, "MREL: financial stability implications," Macroprudential Bulletin, European Central Bank, volume 4.

2016

  1. Ampudia, Miguel & van Vlokhoven, Has & Żochowski, Dawid, 2016, "Financial fragility of euro area households," Journal of Financial Stability, Elsevier, volume 27, issue C, pages 250-262, DOI: 10.1016/j.jfs.2016.02.003.

2015

  1. Fahr, Stephan & Żochowski, Dawid, 2015, "A Framework for Analysing and Assessing Cross-Border Spillovers from Macroprudential Policies," Financial Stability Review, European Central Bank, volume 1.

2011

  1. Piotr Białowolski & Dawid Żochowski & Piotr Zwiernik, 2011, "Modelling Inflation Using Markov Switching Models: Case of Poland, 1992 – 2005," Prace i Materiały, Instytut Rozwoju Gospodarczego (SGH), volume 86, issue 2, pages 185-199, January.

2009

  1. Grzegorz Halaj & Dawid Zochowski, 2009, "Strategic Groups and Banks’ Performance," Financial Theory and Practice, Institute of Public Finance, volume 33, issue 2, pages 153-186.

Chapters

2016

  1. Luca Nocciola & Dawid Zochowski, 2016, "Cross-border spillovers from macroprudential policy in the euro area," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Macroprudential policy".

2007

  1. Slawomir Zajaczkowski & Dawid Zochowski, 2007, "The distribution and dispersion of debt burden ratios among households in Poland and its implications for financial stability," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Proceedings of the IFC Conference on "Measuring the financial position of the household sector", Basel, 30-31 August 2006 - Volume 2".

2006

  1. Jerzy Pruski & Dawid Zochowski, 2006, "Changes in the financing structure of the real economy in Poland - challenges for the banking sector," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "The banking system in emerging economies: how much progress has been made?".

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