IDEAS home Printed from https://ideas.repec.org/e/pse187.html
   My authors  Follow this author

Dobromil Serwa
(Dobromił Serwa)

Personal Details

First Name:Dobromil
Middle Name:
Last Name:Serwa
Suffix:
RePEc Short-ID:pse187
http://dserwa.pl

Affiliation

(50%) Narodowy Bank Polski

Warszawa, Poland
http://www.nbp.pl/

: (0-22) 653 10 00
(0-22) 620 85 18
00-919 Warszawa ul. Świętokrzyska 11/21
RePEc:edi:nbpgvpl (more details at EDIRC)

(50%) Szkoła Główna Handlowa w Warszawie

Warszawa, Poland
http://www.sgh.waw.pl/

: + (48)(22) 49 12 51
+ (48)(22) 49 53 12
Al. Niepodleglosci 162, 02-554 Warszawa
RePEc:edi:sgwawpl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Editorship

Working papers

  1. Krzysztof Gajewski & Alejandro Jara & Yujin Kang & Junghwan Mok & David Moreno & Dobromił Serwa, 2018. "International spillovers of monetary policy: lessons from Chile, Korea, and Poland," NBP Working Papers 290, Narodowy Bank Polski, Economic Research Department.
  2. Mariusz Górajski & Dobromił Serwa & Zuzanna Wośko, 2016. "Measuring expected time to default under stress conditions for corporate loans," NBP Working Papers 237, Narodowy Bank Polski, Economic Research Department.
  3. Dobromił Serwa & Piotr Wdowiński, 2016. "Macro-financial linkages in the Polish economy: combined impulse-response functions in SVAR models," NBP Working Papers 246, Narodowy Bank Polski, Economic Research Department.
  4. Małgorzata Pawłowska & Dobromil Serwa & Sławomir Zajączkowski, 2014. "International transmission of liquidity shocks between parent banks and their affiliates: the host country perspective," NBP Working Papers 172, Narodowy Bank Polski, Economic Research Department.
  5. Camba-Méndez, Gonzalo & Serwa, Dobromil, 2014. "Market perception of sovereign credit risk in the euro area during the financial crisis," Working Paper Series 1710, European Central Bank.
  6. Gonzalo Camba-Méndez & Konrad Kostrzewa & Anna Mospan & Dobromił Serwa, 2014. "Pricing sovereign credit risk of an emerging market," NBP Working Papers 189, Narodowy Bank Polski, Economic Research Department.
  7. Janusz Brzeszczynski & Martin T. Bohl & Dobromił Serwa, 2012. "Large capital inflows and stock returns in a thin market," NBP Working Papers 120, Narodowy Bank Polski, Economic Research Department.
  8. Bartosz Gębka & Dobromił Serwa, 2012. "Liquidity needs, private information, feedback trading: verifying motives to trade," NBP Working Papers 119, Narodowy Bank Polski, Economic Research Department.
  9. Dobromil Serwa, 2011. "Identifying multiple regimes in the model of credit to households," NBP Working Papers 99, Narodowy Bank Polski, Economic Research Department.
  10. Michal Rubaszek & Dobromil Serwa, 2011. "Determinants of credit to households in a life-cycle model," NBP Working Papers 92, Narodowy Bank Polski, Economic Research Department.
  11. Pawlikowski, Adam & Serwa, Dobromil, 2007. "Koszty restrukturyzacji sektora bankowego w Polsce," MPRA Paper 24080, University Library of Munich, Germany.
  12. Serwa, Dobromił, 2007. "Banking crises and nonlinear linkages between credit and output," MPRA Paper 5946, University Library of Munich, Germany.
  13. Serwa, Dobromił, 2007. "Larger crises cost more: impact of banking sector instability on output growth," MPRA Paper 5101, University Library of Munich, Germany.

Articles

  1. Gajewski, Krzysztof & Jara, Alejandro & Kang, Yujin & Mok, Junghwan & Moreno, David & Serwa, Dobromił, 2019. "International spillovers of monetary policy: Lessons from Chile, Korea, and Poland," Journal of International Money and Finance, Elsevier, vol. 90(C), pages 175-186.
  2. Mariusz Górajski & Dobromił Serwa & Zuzanna Wośko, 2019. "Measuring expected time to default under stress conditions for corporate loans," Empirical Economics, Springer, vol. 57(1), pages 31-52, July.
  3. Brzeszczyåƒski, Janusz & Bohl, Martin T. & Serwa, Dobromiå, 2019. "Pension funds, large capital inflows and stock returns in a thin market," Journal of Pension Economics and Finance, Cambridge University Press, vol. 18(3), pages 347-387, July.
  4. Dobromił Serwa, 2016. "Using Nonperforming Loan Ratios to Compute Loan Default Rates With Evidence From European Banking Sectors," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 1(1), pages 47-65, June.
  5. Camba-Méndez, Gonzalo & Serwa, Dobromił, 2016. "Market perception of sovereign credit risk in the euro area during the financial crisis," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 168-189.
  6. Gonzalo Camba-Méndez & Konrad Kostrzewa & Anna Marszal & Dobromił Serwa, 2016. "Pricing Sovereign Credit Risk of Poland: Evidence from the CDS Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(12), pages 2687-2705, December.
  7. Malgorzata Pawlowska & Dobromil Serwa & Slawomir Zajaczkowski, 2015. "International Banking and Liquidity Risk Transmission: Evidence from Poland," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 63(3), pages 585-605, November.
  8. Gębka, Bartosz & Serwa, Dobromił, 2015. "The elusive nature of motives to trade: Evidence from international stock markets," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 147-157.
  9. Rubaszek, Michał & Serwa, Dobromił, 2014. "Determinants of credit to households: An approach using the life-cycle model," Economic Systems, Elsevier, vol. 38(4), pages 572-587.
  10. Dobromił Serwa, 2013. "Measuring Non-Performing Loans During (and After) Credit Booms," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 5(3), pages 163-183, September.
  11. Serwa, Dobromił, 2013. "Identifying multiple regimes in the model of credit to households," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 198-208.
  12. Dobromił Serwa, 2012. "Banking crises and nonlinear linkages between credit and output," Applied Economics, Taylor & Francis Journals, vol. 44(8), pages 1025-1040, March.
  13. Serwa, Dobromil, 2010. "Larger crises cost more: Impact of banking sector instability on output growth," Journal of International Money and Finance, Elsevier, vol. 29(8), pages 1463-1481, December.
  14. Gebka, Bartosz & Serwa, Dobromil, 2007. "Intra- and inter-regional spillovers between emerging capital markets around the world," Research in International Business and Finance, Elsevier, vol. 21(2), pages 203-221, June.
  15. Dobromł Serwa, 2006. "Do emerging financial markets react to monetary policy announcements? Evidence from Poland," Applied Financial Economics, Taylor & Francis Journals, vol. 16(7), pages 513-523.
  16. Gebka, Bartosz & Serwa, Dobromil, 2006. "Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(4), pages 301-317, October.
  17. Bialkowski, Jedrzej & Bohl, Martin T. & Serwa, Dobromil, 2006. "Testing for financial spillovers in calm and turbulent periods," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(3), pages 397-412, July.
  18. Serwa, Dobromil & Bohl, Martin T., 2005. "Financial contagion vulnerability and resistance: A comparison of European stock markets," Economic Systems, Elsevier, vol. 29(3), pages 344-362, September.
  19. Jedrzej Białkowski & Dobromił Serwa, 2005. "Financial contagion, spillovers and causality in the Markov switching framework," Quantitative Finance, Taylor & Francis Journals, vol. 5(1), pages 123-131.

Editorship

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

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (8) 2007-10-06 2007-12-01 2008-04-15 2011-08-09 2011-11-07 2014-03-22 2016-11-06 2018-10-15. Author is listed
  2. NEP-BAN: Banking (5) 2007-10-06 2008-04-15 2011-08-09 2014-03-22 2016-05-21. Author is listed
  3. NEP-TRA: Transition Economics (5) 2012-07-23 2014-03-22 2015-02-28 2016-07-16 2018-10-15. Author is listed
  4. NEP-ECM: Econometrics (3) 2009-05-02 2011-11-07 2016-11-06
  5. NEP-RMG: Risk Management (3) 2015-02-28 2016-05-21 2016-07-16
  6. NEP-DGE: Dynamic General Equilibrium (2) 2011-08-09 2012-07-08
  7. NEP-MON: Monetary Economics (2) 2014-03-22 2018-10-15
  8. NEP-CBA: Central Banking (1) 2018-10-15
  9. NEP-CSE: Economics of Strategic Management (1) 2018-10-15
  10. NEP-EEC: European Economics (1) 2014-11-28
  11. NEP-FDG: Financial Development & Growth (1) 2007-10-06
  12. NEP-FMK: Financial Markets (1) 2015-02-28
  13. NEP-GER: German Papers (1) 2016-07-16
  14. NEP-MST: Market Microstructure (1) 2012-07-23
  15. NEP-OPM: Open Economy Macroeconomics (1) 2018-10-15

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Dobromil Serwa
(Dobromił Serwa) should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.