Piotr Banbula

National Bank of Poland

00-919 Warsaw

Poland

  • National Bank of Poland

SCHOLARLY PAPERS

4

DOWNLOADS

980

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (4)

Actions:
Email selected abstracts
1.

The Influence of External Factors on Monetary Policy Frameworks and Operations

BIS Paper No. 57
Number of pages: 350 Posted: 08 Feb 2012
Renzo Rossini, Zenon Quispe, Donita Rodríguez, Diwa C. Guinigundo, Piotr Banbula, Witold Koziński, Michał Rubaszek, Abdulrahman Al-Hamidy, Mahir Binici, Mehmet Yorukoglu, Dubravko Mihaljek, Előd Takáts, Andrew J. Filardo, Guonan Ma, Ramon Moreno, Agne Subelyte, Miguel Angel Pesce, Kevin Cowan, Carla Valdivia, Xiaoyi Wang, Hernando Vargas H., Mojmír Hampl, Michal Skorepa, Aron Gereben, Karvalits Ferenc, Zalan Kocsis, Subir Gokarn, Dr. Bhupal Singh, Dr. Bhupal Singh, Zvi Eckstein, Amit Friedman, Sukudhew Singh, José Sidaoui, Manuel Ramos-Francia, J. Gabriel Cuadra Garcia, Agustin Villar and Jong H. Kim
Central Reserve Bank of Peru, Central Reserve Bank of Peru, affiliation not provided to SSRN, Government of the Republic of the Philippines - Monetary Stability Sector, National Bank of Poland, National Bank of Poland, National Bank of Poland, Saudi Arabian Monetary Agency, Central Bank of Turkey, University of Chicago - Department of Economics, Institute of Public Finance, Zagreb, Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department, Bruegel, Self employed, Bank for International Settlements (BIS), Central Bank of Argentina, Adolfo Ibanez University, affiliation not provided to SSRN, Zhejiang University, Independent, Czech National Bank (CNB), Institute of Economic Studies, affiliation not provided to SSRN, affiliation not provided to SSRN, Magyar Nemzeti Bank, affiliation not provided to SSRN, Reserve Bank of IndiaMonetary Policy Department, Reserve Bank of India, The Interdisciplinary Center (IDC), affiliation not provided to SSRN, Central Bank of Malaysia, Bank of Mexico, Banco de México, affiliation not provided to SSRN, Bank for International Settlements (BIS) and affiliation not provided to SSRN
Downloads 711 (70,726)

Abstract:

Loading...

2.

Options and Market Expectations: Implied Probability Density Functions on the Polish Foreign Exchange Market

Bank i Kredyt, No. 5/2008, pp. 21-35, 2008
Number of pages: 15 Posted: 06 Sep 2008
Piotr Banbula
National Bank of Poland
Downloads 202 (287,664)

Abstract:

Loading...

foreign exchange, probability density functions, option pricing, market expectations

3.

Dependence and Contagion Between Asset Prices in Poland and Abroad. A Copula Approach

National Bank of Poland Working Paper No. 169
Number of pages: 38 Posted: 20 Dec 2013
Michał Adam, Piotr Banbula and Michal Markun
National Bank of Poland, National Bank of Poland and National Bank of Poland
Downloads 67 (646,810)
Citation 1

Abstract:

Loading...

Copulas, Dependence, Tail dependence coefficients, Contagion, Asset classes

4.

The Systemic Importance of Banks – Name and Shame Seems to Work

Finance Research Letters, Forthcoming
Posted: 11 May 2016
Piotr Banbula and Malgorzata Iwanicz-Drozdowska
National Bank of Poland and Warsaw School of Economics, Institute of Finance

Abstract:

Loading...

Systemic importance