Dobromil Serwa

European University Viadrina Frankfurt (Oder) - Department of Economics

Grosse Scharrnstr. 59

D-15230 Frankfurt (Oder)

Germany

SCHOLARLY PAPERS

6

DOWNLOADS

891

SSRN CITATIONS
Rank 47,210

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Top 47,210

in Total Papers Citations

12

CROSSREF CITATIONS

2

Scholarly Papers (6)

1.

Financial Contagion Vulnerability: A Comparison of European Capital Markets

Postgraduate Research Programme Working Paper No. 5/2003
Number of pages: 18 Posted: 24 Nov 2003
Dobromil Serwa and Martin T. Bohl
European University Viadrina Frankfurt (Oder) - Department of Economics and University of Muenster
Downloads 228 (185,083)
Citation 8

Abstract:

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Financial Contagion, financial crises, Western, Central and Eastern European stock markets, adjusted correlation coefficient

2.

Are Spillovers Changing During Crises? Evidence from the Threshold VAR Models

Number of pages: 16 Posted: 27 Jan 2004
Bartosz Gebka and Dobromil Serwa
University of Newcastle Business School and European University Viadrina Frankfurt (Oder) - Department of Economics
Downloads 223 (188,971)

Abstract:

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International financial spillovers, threshold VAR models, contagion

3.

Intra- and Inter-Regional Spillovers between Emerging Capital Markets Around the World

Number of pages: 30 Posted: 18 May 2004
Bartosz Gebka and Dobromil Serwa
University of Newcastle Business School and European University Viadrina Frankfurt (Oder) - Department of Economics
Downloads 181 (228,352)
Citation 5

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Return and volatility linkages, emerging markets, financial integration

4.

Testing for Financial Spillovers in Calm and Turmoil Periods

Number of pages: 32 Posted: 09 May 2004
University of Muenster, European University Viadrina Frankfurt (Oder) - Department of Economics and University of Canterbury - Department of Economics and Finance
Downloads 160 (253,495)
Citation 3

Abstract:

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Financial spillovers, Markov switching models, capital markets, financial crisis

5.

Do Emerging Financial Markets React to Monetary Policy Announcements? The Case of Poland

Number of pages: 22 Posted: 05 Feb 2004
Dobromil Serwa
European University Viadrina Frankfurt (Oder) - Department of Economics
Downloads 99 (360,995)

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Emerging Market, Monetary Policy Shocks, Official Interest Rate, Asset Prices

6.

Are Financial Spillovers Stable Across Regimes? Evidence from the 1997 Asian Crisis

Posted: 15 May 2005
Bartosz Gebka and Dobromil Serwa
University of Newcastle Business School and European University Viadrina Frankfurt (Oder) - Department of Economics

Abstract:

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International financial spillovers, threshold VAR models, financial contagion