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Juliusz Jerzy Jablecki
(Juliusz Jerzy Jabłecki)

Personal Details

First Name:Juliusz
Middle Name:Jerzy
Last Name:Jablecki
Suffix:
RePEc Short-ID:pja418

Affiliation

(50%) Wydział Nauk Ekonomicznych
Uniwersytet Warszawski

Warszawa, Poland
http://www.wne.uw.edu.pl/

: (+48 22) 55 49 144
(+48 22) 831 28 46
ul. Dluga 44/50, 00-241 Warszawa
RePEc:edi:fesuwpl (more details at EDIRC)

(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)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014. "Does historical volatility term structure contain valuable in-formation for predicting volatility index futures?," Working Papers 2014-18, Faculty of Economic Sciences, University of Warsaw.
  2. Dariusz Gatarek & Juliusz Jabłecki, 2013. "A model for dependent defaults and pricing contingent claims with counterparty risk," NBP Working Papers 150, Narodowy Bank Polski, Economic Research Department.
  3. Bindseil, Ulrich & Jabłecki, Juliusz, 2013. "Central bank liquidity provision, risk-taking and economic efficiency," Working Paper Series 1542, European Central Bank.
  4. Bindseil, Ulrich & Jabłecki, Juliusz, 2011. "The optimal width of the central bank standing facilities corridor and banks' day-to-day liquidity management," Working Paper Series 1350, European Central Bank.
  5. Bindseil, Ulrich & Jabłecki, Juliusz, 2011. "A structural model of central bank operations and bank intermediation," Working Paper Series 1312, European Central Bank.

Articles

  1. Juliusz Jabłecki, 2010. "“Show me the money” – or how the institutional aspects of monetary policy implementation render money supply endogenous," Bank i Kredyt, Narodowy Bank Polski, vol. 41(3), pages 35-82.
  2. Juliusz Jablecki, 2009. "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), Eastern Macedonia and Thrace Institute of Technology (EMATTECH), Kavala, Greece, vol. 2(1), pages 16-35, June.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Dariusz Gatarek & Juliusz Jabłecki, 2013. "A model for dependent defaults and pricing contingent claims with counterparty risk," NBP Working Papers 150, Narodowy Bank Polski, Economic Research Department.

    Cited by:

    1. Feng Jianfen & Yu Mei & Chen Dianfa, 2014. "Pricing Defaultable Securities under Actual Probability Measure," Journal of Systems Science and Information, De Gruyter, vol. 2(4), pages 313-334, August.
    2. Cantia, Catalin & Tunaru, Radu, 2017. "A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches," Insurance: Mathematics and Economics, Elsevier, vol. 72(C), pages 21-35.

  2. Bindseil, Ulrich & Jabłecki, Juliusz, 2013. "Central bank liquidity provision, risk-taking and economic efficiency," Working Paper Series 1542, European Central Bank.

    Cited by:

    1. Bindseil, Ulrich & Corsi, Marco & Sahel, Benjamin & Visser, Ad, 2017. "The Eurosystem collateral framework explained," Occasional Paper Series 189, European Central Bank.
    2. V. Bignon & C. Jobst, 2017. "Economic Crises and the Eligibility for the Lender of Last Resort: Evidence from 19th century France," Working papers 618, Banque de France.
    3. J. Barthélemy & V. Bignon & B. Nguyen, 2018. "Monetary Policy and Collateral Constraints since the European Debt Crisis," Working papers 669, Banque de France.
    4. Jakob Korbinian Eberl, 2016. "The Collateral Framework of the Eurosystem and Its Fiscal Implications," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 69, January.
    5. Jean Barthélémy & Vincent Bignon & Benoît Nguyen, 2017. "Illiquid Collateral and Bank Lending during the European Sovereign Debt Crisis," EconomiX Working Papers 2017-21, University of Paris Nanterre, EconomiX.
    6. Anne-Marie Rieu-Foucault, 2018. "Les interventions de crise de la FED et de la BCE diffèrent-elles ?," EconomiX Working Papers 2018-31, University of Paris Nanterre, EconomiX.
    7. Bindseil, Ulrich & Domnick, Clemens & Zeuner, Jörg, 2015. "Critique of accommodating central bank policies and the 'expropriation of the saver' - A review," Occasional Paper Series 161, European Central Bank.

  3. Bindseil, Ulrich & Jabłecki, Juliusz, 2011. "The optimal width of the central bank standing facilities corridor and banks' day-to-day liquidity management," Working Paper Series 1350, European Central Bank.

    Cited by:

    1. Green, Christopher & Bai, Ye & Murinde, Victor & Ngoka, Kethi & Maana, Isaya & Tiriongo, Samuel, 2016. "Overnight interbank markets and the determination of the interbank rate: A selective survey," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 149-161.
    2. Blasques, Francisco & Brauning, Falk & Lelyveld, Iman Van, 2016. "A dynamic network model of the unsecured interbank lending market," Working Papers 16-3, Federal Reserve Bank of Boston.
    3. Abbassi, Puriya & Bräuning, Falk & Schulze, Niels, 2017. "Bargaining power and outside options in the interbank lending market," Discussion Papers 31/2017, Deutsche Bundesbank.
    4. Ahmet Faruk Aysan & Salih Fendoglu & Mustafa Kilinc, 2014. "Managing Short-Term Capital Flows in New Central Banking: Unconventional Monetary Policy Framework in Turkey," Working Papers 1403, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    5. Eser, Fabian & Carmona Amaro, Marta & Iacobelli, Stefano & Rubens, Marc, 2012. "The use of the Eurosystem's monetary policy instruments and operational framework since 2009," Occasional Paper Series 135, European Central Bank.
    6. Carlos Rodríguez Author-Email: carlos.rodriguezg@ehu.eus, 2016. "ECB Policy Responses between 2007 and 2014: A Chronological Analysis and an Assessment of Their Effects," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 63(4), pages 455-473, September.
    7. Link, Thomas & Neyer, Ulrike, 2016. "Transaction Cost Heterogeneity in the Interbank Market and Monetary Policy Implementation under alternative Interest Corridor Systems," Annual Conference 2016 (Augsburg): Demographic Change 145853, Verein für Socialpolitik / German Economic Association.
    8. Piotr Fiszeder & Ilona Pietryka, 2018. "Monetary policy in steering the EONIA and POLONIA rates in the Eurosystem and Poland: a comparative analysis," Empirical Economics, Springer, vol. 55(2), pages 445-470, September.
    9. Link, Thomas & Neyer, Ulrike, 2017. "Friction-induced interbank rate volatility under alternative interest corridor systems," DICE Discussion Papers 259, University of Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
    10. Osborne, Matthew, 2016. "Monetary policy and volatility in the sterling money market," Bank of England working papers 588, Bank of England.
    11. Vollmer, Uwe & Wiese, Harald, 2016. "Central bank standing facilities, counterparty risk, and OTC-interbank lending," The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 101-122.

  4. Bindseil, Ulrich & Jabłecki, Juliusz, 2011. "A structural model of central bank operations and bank intermediation," Working Paper Series 1312, European Central Bank.

    Cited by:

    1. Bindseil, Ulrich & Jabłecki, Juliusz, 2013. "Central bank liquidity provision, risk-taking and economic efficiency," Working Paper Series 1542, European Central Bank.
    2. Ahmet Faruk Aysan & Salih Fendoglu & Mustafa Kilinc, 2014. "Managing Short-Term Capital Flows in New Central Banking: Unconventional Monetary Policy Framework in Turkey," Working Papers 1403, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    3. Bindseil, Ulrich & Winkler, Adalbert, 2012. "Dual liquidity crises under alternative monetary frameworks: a financial accounts perspective," Working Paper Series 1478, European Central Bank.
    4. Ulrich Bindseil & Adalbert Winkler, 2013. "Dual Liquidity Crises—A Financial Accounts Framework," Review of International Economics, Wiley Blackwell, vol. 21(1), pages 151-163, February.
    5. Winkler, Adalbert & Bindseil, Ulrich, 2012. "Dual liquidity crises under alternative monetary frameworks," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62032, Verein für Socialpolitik / German Economic Association.

Articles

  1. Juliusz Jabłecki, 2010. "“Show me the money” – or how the institutional aspects of monetary policy implementation render money supply endogenous," Bank i Kredyt, Narodowy Bank Polski, vol. 41(3), pages 35-82.

    Cited by:

    1. Maciej Ryczkowski, 2015. "Ewolucja pogladow Miltona Friedmana, a ocena polityki pienieznej Fed i EBC w okresie kryzysu finansowego," Working Papers 168/2015, Institute of Economic Research, revised Dec 2015.

  2. Juliusz Jablecki, 2009. "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), Eastern Macedonia and Thrace Institute of Technology (EMATTECH), Kavala, Greece, vol. 2(1), pages 16-35, June.

    Cited by:

    1. Gabriel Giménez Roche & Jason Lermyte, 2016. "Securitization and regulatory arbitrage within the ABCT framework," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 29(1), pages 67-84, March.
    2. Henselmann, Klaus & Ditter, Dominik & Lupp, Philipp, 2016. "The Effects of the Financial Crisis on Cooperative Banks in Europe – A Critical Comparison –," Working Papers in Accounting Valuation Auditing 2016-1, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Accounting and Auditing.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 5 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-CBA: Central Banking (3) 2011-04-02 2011-06-18 2013-08-23. Author is listed
  2. NEP-MON: Monetary Economics (3) 2011-04-02 2011-06-18 2013-08-23. Author is listed
  3. NEP-BAN: Banking (2) 2011-04-02 2011-06-18. Author is listed
  4. NEP-RMG: Risk Management (2) 2013-05-22 2014-07-13. Author is listed
  5. NEP-EEC: European Economics (1) 2011-06-18
  6. NEP-FOR: Forecasting (1) 2014-07-13

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