Marcin Wolski

European Investment Bank

Economist

Luxembourg City, 2968

Luxembourg

SCHOLARLY PAPERS

11

DOWNLOADS

1,051

SSRN CITATIONS

6

CROSSREF CITATIONS

2

Scholarly Papers (11)

1.

Hot Off the Press: News-implied Sovereign Default Risk

Number of pages: 50 Posted: 18 Nov 2021 Last Revised: 13 Jun 2022
Chukwuma Dim, Kevin Koerner, Marcin Wolski and Sanne Zwart
George Washington University, European Investment Bank, European Investment Bank and European Investment Bank
Downloads 370 (122,891)

Abstract:

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Sovereign default, Credit risk, Equity returns, Machine learning, Natural language processing, Early warning indicators

2.

Nonlinear Granger Causality: Guidelines for Multivariate Analysis

University of Amsterdam, CeNDEF Working Paper, 13(15)
Number of pages: 21 Posted: 12 Dec 2013
Cees G. H. Diks and Marcin Wolski
University of Amsterdam - Faculty of Economics and Business (FEB) and European Investment Bank
Downloads 255 (181,680)
Citation 7

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Financial time series, Granger causality, Nonparametric methods

3.

Debt Overhang and Investment Efficiency

ECB Working Paper No. 2213
Number of pages: 51 Posted: 12 Dec 2018
European Central Bank (ECB), European Central Bank (ECB) and European Investment Bank
Downloads 117 (354,024)

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investment efficiency, debt overhang, banking crises

4.

Monetary Policy, Banking and Heterogeneous Agents

National Bank of Poland Working Paper No. 136
Number of pages: 35 Posted: 02 Feb 2013
Marcin Wolski
European Investment Bank
Downloads 64 (511,705)

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banking sector, monetary policy, heterogeneous agents

5.

Exploring Nonlinearities in Financial Systemic Risk

Number of pages: 28 Posted: 08 Feb 2014
Marcin Wolski
European Investment Bank
Downloads 55 (550,221)

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Systemic Risk, Financial Risk, Nonparametric Methods

6.

Are European Fiscal Rules that Bad? Discretionary Fiscal Policies in New Member States

Bielefeld Working Papers in Economics and Management No. 25-2013
Number of pages: 18 Posted: 04 Dec 2013
Bettina Bökemeier and Marcin Wolski
Bielefeld University and European Investment Bank
Downloads 55 (550,221)

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discretionary fi scal policy, New Member States

7.

Interbank Loans, Collateral and Modern Monetary Policy

ECB Working Paper No. 1959
Number of pages: 53 Posted: 19 Sep 2016
Marcin Wolski and Michiel van de Leur
European Investment Bank and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 49 (578,962)
Citation 1

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Interbank lending, Agent-based models, Collateral, Repo, Networks

8.

This Time is Different: Fiscal Response to the Covid-19 Pandemic among EU Countries

Bielefeld Working Papers in Economics and Management No. 01-2022
Number of pages: 15 Posted: 16 Feb 2022
Bettina Bökemeier and Marcin Wolski
Bielefeld University - Department of Business Administration and Economics and European Investment Bank
Downloads 47 (588,967)

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COVID-19 pandemic, Discretionary Fiscal Policy, New Member States, Counter-Cyclical Policies, Fiscal Rules

9.

Safe Havens, Feedback Loops, and Shock Propagation in Global Asset Prices

IMF Working Paper No. 14/81
Number of pages: 46 Posted: 03 Jun 2014
Franziska Ohnsorge, Marcin Wolski and Y. Sophia Zhang
International Monetary Fund (IMF), European Investment Bank and International Monetary Fund (IMF)
Downloads 38 (638,472)

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Asset prices, Capital flows, Banks, Stock prices, External shocks, Economic models, Feedback loops, Sovereigns, bond yields, sovereign bond, equity prices, stock market, sovereign bonds, risk aversion, bond market, bond markets, financial stability, sovereign bond markets, financial system, financial market, hedges, government bond, financial markets, government bond markets, international standards, interbank money markets, equity returns, financial contagion, financial sector, stock market volatility, equity markets, bond investment, liquid markets, term bond, asset markets, credit rating

10.

Debt Overhang and Investment Efficiency

CEPR Discussion Paper No. DP12784
Number of pages: 49 Posted: 13 Mar 2018
European Central Bank (ECB), European Central Bank (ECB) and European Investment Bank
Downloads 1 (960,288)
Citation 1
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Banking crises., Debt overhang, Investment misallocation

11.

Welfare‐Theoretic Optimal Policies in a New‐Keynesian Economy with Heterogeneous Regions: Any Role for Financial Integration?

JCMS: Journal of Common Market Studies, Vol. 54, Issue 3, pp. 742-761, 2016
Number of pages: 20 Posted: 14 Apr 2016
Marcin Wolski
European Investment Bank
Downloads 0 (973,518)

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welfare, optimal policies, asymmetric shocks, heterogeneous regions