Dobromil Serwa

National Bank of Poland

00-919 Warsaw

Poland

Warsaw School of Economics (SGH)

aleja Niepodleglosci 162

PL-Warsaw, 02-554

Poland

SCHOLARLY PAPERS

10

DOWNLOADS

428

SSRN CITATIONS
Rank 44,690

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Top 44,690

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CROSSREF CITATIONS

11

Scholarly Papers (10)

1.
Downloads 78 (307,111)
Citation 1

Pricing Sovereign Credit Risk of an Emerging Market

ECB Working Paper No. 1924
Number of pages: 31 Posted: 29 Jun 2016
European Central Bank (ECB), NBP, Independent and National Bank of Poland
Downloads 49 (401,363)

Abstract:

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sovereign credit risk, CDS spreads, probability of default, loss given default, Poland

Pricing Sovereign Credit Risk of an Emerging Market

Number of pages: 32 Posted: 19 Aug 2015
European Central Bank (ECB), NBP, National Bank of Poland and National Bank of Poland
Downloads 29 (488,479)
Citation 1

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sovereign credit risk, CDS spreads, probability of default, loss given default

Pricing Sovereign Credit Risk of an Emerging Market

ECB Working Paper No. 1924
Posted: 08 Jul 2016
European Central Bank (ECB), NBP, National Bank of Poland and National Bank of Poland

Abstract:

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sovereign credit risk, CDS spreads, probability of default, loss given default, Poland

Determinants of Credit to Households in a Life-Cycle Model

National Bank of Poland Working Paper No. 92
Number of pages: 42 Posted: 04 Aug 2011 Last Revised: 08 Jul 2016
Michał Rubaszek and Dobromil Serwa
National Bank of Poland and National Bank of Poland
Downloads 37 (449,507)
Citation 1

Abstract:

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household credit, life cycle economies, banking sector

Determinants of Credit to Households in a Life-Cycle Model

ECB Working Paper No. 1420
Number of pages: 43 Posted: 06 Feb 2012
Michał Rubaszek and Dobromil Serwa
National Bank of Poland and National Bank of Poland
Downloads 37 (449,507)

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household credit, life cycle economies, banking sector

Market Perception of Sovereign Credit Risk in the Euro Area During the Financial Crisis

ECB Working Paper No. 1710
Number of pages: 37 Posted: 12 Aug 2014
Gonzalo Camba-Mendez and Dobromil Serwa
European Central Bank (ECB) and National Bank of Poland
Downloads 41 (432,167)

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sovereign credit risk, CDS spreads, euro area, probability of default, loss given default

Market Perception of Sovereign Credit Risk in the Euro Area During the Financial Crisis

Number of pages: 46 Posted: 19 Aug 2015
Gonzalo Camba-Mendez and Dobromil Serwa
European Central Bank (ECB) and National Bank of Poland
Downloads 25 (511,863)
Citation 3

Abstract:

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sovereign credit risk, CDS spreads, euro area, probability of default

4.

Liquidity Needs, Private Information, Feedback Trading: Verifying Motives to Trade

National Bank of Poland Working Paper No. 119
Number of pages: 26 Posted: 10 Jul 2012
Bartosz Gebka and Dobromil Serwa
University of Newcastle Business School and National Bank of Poland
Downloads 53 (381,000)

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informed trading, liquidity trading, feedback trading, return autocorrelation, trading volume, financial spillovers, contagion

5.

Large Capital Inflows and Stock Returns in a Thin Market

National Bank of Poland Working Paper No. 120
Number of pages: 38 Posted: 18 Jul 2012 Last Revised: 08 Jul 2016
Janusz Brzeszczynski, Martin T. Bohl and Dobromil Serwa
Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom, University of Muenster and National Bank of Poland
Downloads 43 (415,739)

Abstract:

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Institutional Investors, Stock Market Returns, Pension Funds, Capital Flows

6.

Measuring Expected Time to Default Under Stress Conditions for Corporate Loans

National Bank of Poland Working Paper No. 237
Number of pages: 36 Posted: 07 Jul 2016
Mariusz Górajski, Dobromil Serwa and Zuzanna Wośko
University of Lodz, National Bank of Poland and National Bank of Poland
Downloads 39 (431,323)

Abstract:

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credit risk, time to default, value at risk, conditional ETD

7.

Macro-Financial Linkages in the Polish Economy: Combined Impulse-Response Functions in SVAR Models

NBP Working Paper No. 246
Number of pages: 48 Posted: 01 Oct 2016
Dobromil Serwa and Piotr Wdowinski
National Bank of Poland and University of Lodz
Downloads 38 (435,461)

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vector autoregression, Cholesky decomposition, combined impulse response

8.

International Transmission of Liquidity Shocks Between Parent Banks and Their Affiliates: The Host Country Perspective

NBP Working Paper No. 172
Number of pages: 38 Posted: 15 Mar 2014
National Bank of Poland, National Bank of Poland and National Bank of Poland
Downloads 22 (513,927)
Citation 2

Abstract:

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liquidity shocks, international transmission, parent banks, affiliate banks, Poland

9.

Identifying Multiple Regimes in the Model of Credit to Households

National Bank of Poland Working Paper No. 99
Number of pages: 28 Posted: 27 Oct 2011 Last Revised: 08 Jul 2016
Dobromil Serwa
National Bank of Poland
Downloads 15 (555,099)

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credit boom, threshold regression, dynamic panel

10.

Determinants of Credit to Households: An Approach Using the Life-Cycle Model

Economic Systems, Vol. 38, No. 4, 2014
Posted: 31 Oct 2015
Michał Rubaszek and Dobromil Serwa
National Bank of Poland and National Bank of Poland

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Household credit, Life-cycle economies, Banking sector