Dobromil Serwa

Warsaw School of Economics (SGH)

aleja Niepodleglosci 162

PL-Warsaw, 02-554

Poland

National Bank of Poland

00-919 Warsaw

Poland

  • Warsaw School of Economics (SGH)

  • National Bank of Poland

SCHOLARLY PAPERS

10

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560

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6

CROSSREF CITATIONS

12

Scholarly Papers (10)

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1.

Pricing Sovereign Credit Risk of an Emerging Market

Downloads 110 (336,247)
Citation 1

Pricing Sovereign Credit Risk of an Emerging Market

ECB Working Paper No. 1924
Number of pages: 31 Posted: 29 Jun 2016
Gonzalo Camba-Mendez, Konrad Kostrzewa, Anna Marszal, Dobromil Serwa and Dobromil Serwa
European Central Bank (ECB), NBP, Independent and Warsaw School of Economics (SGH)National Bank of Poland
Downloads 75 (436,043)

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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
Gonzalo Camba-Mendez, Konrad Kostrzewa, Anna Marszal (Mospan), Dobromil Serwa and Dobromil Serwa
European Central Bank (ECB), NBP, National Bank of Poland and Warsaw School of Economics (SGH)National Bank of Poland
Downloads 35 (614,290)
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
Gonzalo Camba-Mendez, Konrad Kostrzewa, Anna Marszal (Mospan), Dobromil Serwa and Dobromil Serwa
European Central Bank (ECB), NBP, National Bank of Poland and Warsaw School of Economics (SGH)National Bank of Poland

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

2.

Determinants of Credit to Households in a Life-Cycle Model

Downloads 92 (382,274)
Citation 4

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, Dobromil Serwa and Dobromil Serwa
National Bank of Poland and Warsaw School of Economics (SGH)National Bank of Poland
Downloads 50 (534,217)
Citation 2

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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, Dobromil Serwa and Dobromil Serwa
National Bank of Poland and Warsaw School of Economics (SGH)National Bank of Poland
Downloads 42 (574,345)
Citation 1

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household credit, life cycle economies, banking sector

3.

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, Dobromil Serwa and Piotr Wdowinski
Warsaw School of Economics (SGH)National Bank of Poland and University of Lodz
Downloads 80 (415,641)
Citation 1

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vector autoregression, Cholesky decomposition, combined impulse response

4.

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

Downloads 74 (434,298)
Citation 3

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, Dobromil Serwa and Dobromil Serwa
European Central Bank (ECB) and Warsaw School of Economics (SGH)National Bank of Poland
Downloads 45 (558,619)

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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, Dobromil Serwa and Dobromil Serwa
European Central Bank (ECB) and Warsaw School of Economics (SGH)National Bank of Poland
Downloads 29 (653,766)
Citation 4

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

5.

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, Dobromil Serwa and Dobromil Serwa
University of Newcastle Business School and Warsaw School of Economics (SGH)National Bank of Poland
Downloads 58 (491,335)

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

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, Dobromil Serwa and Zuzanna Wośko
University of Lodz - Faculty of Economics and Sociology, Warsaw School of Economics (SGH)National Bank of Poland and National Bank of Poland
Downloads 51 (520,449)

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

7.

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, Dobromil Serwa and Dobromil Serwa
Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom, University of Muenster and Warsaw School of Economics (SGH)National Bank of Poland
Downloads 47 (538,342)

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

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
Malgorzata Pawlowska, Dobromil Serwa, Dobromil Serwa and Slawomir Zajączkowski
National Bank of Poland, Warsaw School of Economics (SGH)National Bank of Poland and National Bank of Poland
Downloads 31 (623,866)
Citation 4

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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 and Dobromil Serwa
Warsaw School of Economics (SGH)National Bank of Poland
Downloads 17 (726,851)
Citation 1

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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, Dobromil Serwa and Dobromil Serwa
National Bank of Poland and Warsaw School of Economics (SGH)National Bank of Poland

Abstract:

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Household credit, Life-cycle economies, Banking sector