Dobromil Serwa

European University Viadrina Frankfurt (Oder) - Department of Economics

Grosse Scharrnstr. 59

D-15230 Frankfurt (Oder)

Germany

SCHOLARLY PAPERS

6

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11

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 226 (142,223)
Citation 7

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 208 (153,847)

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International financial spillovers, threshold VAR models, contagion

3.

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

EFMA 2004 Basel Meetings Paper
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 179 (176,604)
Citation 5

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Return and volatility linkages, emerging markets, financial integration

4.

Testing for Financial Spillovers in Calm and Turmoil Periods

EFMA 2004 Basel Meetings Paper
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 154 (200,995)
Citation 2

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 96 (285,826)

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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

Journal of International Financial Markets, Institutions and Money, Forthcoming
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