Dawid Żochowski
(Dawid Zochowski)
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Gerba, Eddie & Żochowski, Dawid, 2017.
"Knightian uncertainty and credit cycles,"
Working Paper Series
2068, European Central Bank.
Mentioned in:
- Knightian uncertainty and credit cycles
by Christian Zimmermann in NEP-DGE blog on 2017-06-14 01:13:22
- Knightian uncertainty and credit cycles
Working papers
- Arnould, Guillaume & Pancaro, Cosimo & Żochowski, Dawid, 2020.
"Bank funding costs and solvency,"
Bank of England working papers
853, Bank of England.
- Guillaume Arnould & Giuseppe Avignone & Cosimo Pancaro & Dawid Żochowski, 2022. "Bank funding costs and solvency," The European Journal of Finance, Taylor & Francis Journals, vol. 28(10), pages 931-963, July.
- Pancaro, Cosimo & Żochowski, Dawid & Arnould, Guillaume, 2020. "Bank funding costs and solvency," Working Paper Series 2356, European Central Bank.
Cited by:
- Vittoria Cerasi & Stefano Montoli, 2020. "Bank resolution and multinational banks," Working Papers 447, University of Milano-Bicocca, Department of Economics, revised Jul 2020.
- Acosta-Smith, Jonathan & Barunik, Jozef & Gerba, Eddie & Katsoulis, Petros, 2024. "Moderation or indulgence? Effects of bank distribution restrictions during stress," Bank of England working papers 1053, Bank of England.
- Andrieș, Alin Marius & Sprincean, Nicu, 2023. "ESG performance and banks’ funding costs," Finance Research Letters, Elsevier, vol. 54(C).
- Grzegorz Halaj & Ruben Hipp, 2024. "Decomposing Systemic Risk: The Roles of Contagion and Common Exposures," Staff Working Papers 24-19, Bank of Canada.
- Lubberink, Martien, 2020.
"Max Headroom: Discretionary Capital Buffers and Bank Risk,"
MPRA Paper
100445, University Library of Munich, Germany.
- Lubberink, Martien, 2022. "Max headroom: Discretionary capital buffers and bank risk," International Review of Financial Analysis, Elsevier, vol. 84(C).
- Beau Soederhuizen & Bert van Stiphout-Kramer & Harro van Heuvelen & Rob Luginbuhl, 2021. "Optimal capital ratios for banks in the euro area," CPB Discussion Paper 429, CPB Netherlands Bureau for Economic Policy Analysis.
- Vittoria Cerasi & Paola Galfrascoli, 2021. "Bail-in and Bank Funding Costs," Working Papers 472, University of Milano-Bicocca, Department of Economics, revised Jul 2021.
- Marcin Borsuk & Błażej Lepczyński, 2021. "Rating implikowany a koszt finansowania banków notowanych na Giełdzie Papierów Wartościowych w Warszawie," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 87-109.
- Borsuk, Marcin & Lepczyński, Błażej, 2021. "Rating implikowany a koszt finansowania banków notowanych na Giełdzie Papierów Wartościowych w Warszawie," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, vol. 2021(01), March.
- Cerasi, Vittoria & Galfrascoli, Paola, 2023. "Bail-in and bank funding costs," Journal of International Money and Finance, Elsevier, vol. 137(C).
- Hałaj, Grzegorz & Hipp, Ruben, 2024. "Decomposing systemic risk: the roles of contagion and common exposures," Working Paper Series 2929, European Central Bank.
- Witte, Niklas, 2024. "Capital requirements in Pillar 1 or Pillar 2: does it matter for market discipline?," Working Paper Series 2988, European Central Bank.
- Aldasoro, Iñaki & Cho, Chun Hee & Park, Kyounghoon, 2022. "Bank solvency risk and funding cost interactions: Evidence from Korea," Journal of Banking & Finance, Elsevier, vol. 134(C).
- Soederhuizen, Beau & van Heuvelen, Gerrit Hugo & Luginbuhl, Rob & Stiphout-Kramer, Bert van, 2023. "Optimal capital ratios for banks in the euro area," Journal of Financial Stability, Elsevier, vol. 69(C).
- Freriks, Jorien & Kakes, Jan, 2024. "Lessons from low interest rate policy: How did euro area banks respond?," Journal of International Money and Finance, Elsevier, vol. 146(C).
- Huljak, Ivan & Martin, Reiner & Moccero, Diego & Pancaro, Cosimo, 2020.
"Do non-performing loans matter for bank lending and the business cycle in euro area countries?,"
Working Paper Series
2411, European Central Bank.
- Ivan Huljak & Reiner Martin & Diego Moccero & Cosimo Pancaro, 2022. "Do non-performing loans matter for bank lending and the business cycle in euro area countries?," Journal of Applied Economics, Taylor & Francis Journals, vol. 25(1), pages 1050-1080, December.
- Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2020.
"Simulating fire sales in a system of banks and asset managers,"
Working Paper Series
2373, European Central Bank.
- Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2022. "Simulating fire sales in a system of banks and asset managers," Journal of Banking & Finance, Elsevier, vol. 138(C).
Cited by:
- Berrospide, Jose M., 2022. "IFABS 2017: Towards an Integrated View of Financial Regulation: Key Lessons from the Crisis and Future Challenges," Journal of Banking & Finance, Elsevier, vol. 138(C).
- Xu, Hai-Chuan & Li, Tai-Min & Dai, Peng-Fei & Nguyen, Duc Khuong & Zhou, Wei-Xing, 2024. "Stress testing climate risk: A network-based analysis of the Chinese banking system," Journal of International Money and Finance, Elsevier, vol. 149(C).
- Jiajia, Liu & Kun, Guo & Fangcheng, Tang & Yahan, Wang & Shouyang, Wang, 2023. "The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 105-119.
- Żochowski, Dawid & Franch, Fabio & Nocciola, Luca, 2019.
"Cross-border effects of prudential regulation: evidence from the euro area,"
Working Paper Series
2285, European Central Bank.
- Luca Nocciola & Dawid Zochowski, 2016. "Cross-border spillovers from macroprudential policy in the euro area," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy, volume 86, pages 45-48, Bank for International Settlements.
- Franch, Fabio & Nocciola, Luca & Żochowski, Dawid, 2021. "Cross-border effects of prudential regulation: Evidence from the euro area," Journal of Financial Stability, Elsevier, vol. 53(C).
Cited by:
- Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020.
"Are bank capital requirements optimally set? Evidence from researchers' views,"
Bank of Finland Research Discussion Papers
10/2020, Bank of Finland.
- Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020. "Are bank capital requirements optimally set? Evidence from researchers’ views," Journal of Financial Stability, Elsevier, vol. 50(C).
- Ugo Albertazzi & Jacopo Cimadomo & Nicolò Maffei-Faccioli, 2022.
"Foreign banks and the doom loop,"
Working Paper
2022/2, Norges Bank.
- Albertazzi, Ugo & Cimadomo, Jacopo & Maffei-Faccioli, Nicolò, 2021. "Foreign banks and the doom loop," Working Paper Series 2540, European Central Bank.
- Michael Sigmund, 2021. "Assessing macro-prudential policies: the case of FX lending," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(2), pages 316-359, April.
- Lorenz Emter & Martin Schmitz & Marcel Tirpák, 2019.
"Cross-border banking in the EU since the crisis: What is driving the great retrenchment?,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 155(2), pages 287-326, May.
- Emter, Lorenz & Schmitz, Martin & Tirpák, Marcel, 2018. "Cross-border banking in the EU since the crisis: what is driving the great retrenchment?," Working Paper Series 2130, European Central Bank.
- Claessens, Stijn, 2017.
"Global Banking: Recent Developments and Insights from Research,"
CEPR Discussion Papers
11823, C.E.P.R. Discussion Papers.
- Stijn Claessens, 2017. "Global Banking: Recent Developments and Insights from Research," Review of Finance, European Finance Association, vol. 21(4), pages 1513-1555.
- Stijn Claessens & Giulio Cornelli & Leonardo Gambacorta & Francesco Manaresi & Yasushi Shiinad, 2023.
"Do Macroprudential Policies Affect Non-bank Financial Intermediation?,"
International Journal of Central Banking, International Journal of Central Banking, vol. 19(5), pages 185-236, December.
- Gambacorta, Leonardo & Claessens, Stijn & Cornelli, Giulio & Manaresi, Francesco & Shiina, Yasushi, 2021. "Do macroprudential policies affect non-bank financial intermediation?," CEPR Discussion Papers 15895, C.E.P.R. Discussion Papers.
- Stijn Claessens & Giulio Cornelli & Leonardo Gambacorta & Francesco Manaresi & Yasushi Shiina, 2021. "Do macroprudential policies affect non-bank financial intermediation?," BIS Working Papers 927, Bank for International Settlements.
- Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2024.
"Temporal networks and financial contagion,"
Journal of Financial Stability, Elsevier, vol. 71(C).
- Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2022. "Temporal networks in the analysis of financial contagion," Working Paper Series 2667, European Central Bank.
- Yang, Zheng & You, Yu, 2023. "The impacts of macroprudential regulations on extreme episodes in bank flows: Whose policy helps and whose policy harms?," Finance Research Letters, Elsevier, vol. 58(PA).
- Pierre-Richard Agénor & Timothy Jackson & Luiz Awazu Pereira da Silva, 2022.
"Cross-border regulatory spillovers and macroprudential policy coordination,"
BIS Working Papers
1007, Bank for International Settlements.
- Pierre-Richard Agénor & Timothy P. Jackson & Luiz Pereira da Silva, 2020. "Cross-Border Regulatory Spillovers and Macroprudential Policy Coordination," Working Papers 202028, University of Liverpool, Department of Economics.
- Agénor, Pierre-Richard & Jackson, Timothy P. & Pereira da Silva, Luiz A., 2024. "Cross-border regulatory spillovers and macroprudential policy coordination," Journal of Monetary Economics, Elsevier, vol. 146(C).
- Malmierca, María, 2021. "International financial positions and macroprudential policy," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1034-1062.
- Coman, Andra, 2023. "Monetary policy spillovers and the role of prudential policies in the European Union," Working Paper Series 2854, European Central Bank.
- Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2022.
"Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination,"
International Economics and Economic Policy, Springer, vol. 19(1), pages 79-127, February.
- Pierre-Richard Agénor & Luiz Awazu Pereira da Silva, 2018. "Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination," BIS Papers, Bank for International Settlements, number 97, december.
- Vítor Martins & Alessandro Turrini & Bořek Vašíček & Madalina Zamfir, 2021. "Euro Area Housing Markets: Trends, Challenges and Policy Responses," European Economy - Discussion Papers 147, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- D’Avino, Carmela, 2024. "Global banks and the picking order in internal capital markets: Do locational activity patterns matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 97(C).
- Gräb, Johannes & Żochowski, Dawid, 2017.
"The international bank lending channel of unconventional monetary policy,"
Working Paper Series
2109, European Central Bank.
Cited by:
- Radostin Neykov & Caroline Robert, 2021. "The Role of the Euro in the Eastern Partnership Countries," European Economy - Discussion Papers 138, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Claudia M. Buch & Matthieu Bussière & Linda Goldberg & Robert Hills, 2018.
"The International Transmission of Monetary Policy,"
CESifo Working Paper Series
7155, CESifo.
- Buch, Claudia M. & Bussiere, Matthieu & Goldberg, Linda & Hills, Robert, 2018. "The international transmission of monetary policy," Discussion Papers 16/2018, Deutsche Bundesbank.
- Buch, Claudia M. & Bussierè, Matthieu & Goldberg, Linda & Hills, Robert, 2019. "The international transmission of monetary policy," Journal of International Money and Finance, Elsevier, vol. 91(C), pages 29-48.
- Claudia M. Buch & Matthieu Bussiere & Linda S. Goldberg & Robert Hills, 2018. "The international transmission of monetary policy," Staff Reports 845, Federal Reserve Bank of New York.
- Buch, Claudia & Bussiere, Matthieu & Goldberg, Linda & Hills, Robert, 2018. "The international transmission of monetary policy," Bank of England working papers 731, Bank of England.
- Claudia M. Buch & Matthieu Bussiere & Linda Goldberg & Robert Hills, 2018. "The International Transmission of Monetary Policy," NBER Working Papers 24454, National Bureau of Economic Research, Inc.
- Pierre-Richard Agénor & Luiz Awazu Pereira da Silva, 2019.
"Global Banking, Financial Spillovers, and Macroprudential Policy Coordination,"
BIS Working Papers
764, Bank for International Settlements.
- Pierre‐Richard Agénor & Timothy P. Jackson & Luiz A. Pereira da Silva, 2023. "Global banking, financial spillovers and macroprudential policy coordination," Economica, London School of Economics and Political Science, vol. 90(359), pages 1003-1040, July.
- Krzysztof Gajewski & Alejandro Jara & Yujin Kang & Junghwan Mok & David Moreno & Dobromił Serwa, 2018.
"International spillovers of monetary policy: lessons from Chile, Korea, and Poland,"
NBP Working Papers
290, Narodowy Bank Polski.
- Gajewski, Krzysztof & Jara, Alejandro & Kang, Yujin & Mok, Junghwan & Moreno, David & Serwa, Dobromił, 2019. "International spillovers of monetary policy: Lessons from Chile, Korea, and Poland," Journal of International Money and Finance, Elsevier, vol. 90(C), pages 175-186.
- Mr. Anil Ari & Matthieu Darracq-Paries & Christoffer Kok, 2017.
"Shadow Banking and Market Discipline on Traditional Banks,"
IMF Working Papers
2017/285, International Monetary Fund.
Cited by:
- Luck, Stephan & Schempp, Paul, 2023. "Inefficient liquidity creation," Journal of Financial Intermediation, Elsevier, vol. 53(C).
- Borys Grochulski & Yuzhe Zhang, 2019. "Optimal liquidity policy with shadow banking," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(4), pages 967-1015, November.
- Ridoy Deb Nath & Mohammad Ashraful Ferdous Chowdhury, 2021. "Shadow banking: a bibliometric and content analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-29, December.
- Ayesha Afzal & Nawazish Mirza & Fatima Arshad, 2021. "Market discipline in South Asia: Evidence from commercial banking sector," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2251-2262, April.
- Financial Stability Committee, Task Force on cross-border Spillover Effects of macroprudential measures & Kok, Christoffer & Reinhardt, Dennis, 2020. "Cross-border spillover effects of macroprudential policies: a conceptual framework," Occasional Paper Series 242, European Central Bank.
- Gerba, Eddie & Żochowski, Dawid, 2017.
"Knightian uncertainty and credit cycles,"
Working Paper Series
2068, European Central Bank.
Cited by:
- De Grauwe, Paul & Gerba, Eddie, 2018.
"The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle,"
Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 206-236.
- de Grauwe, Paul & Gerba, Eddie, 2018. "The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle," LSE Research Online Documents on Economics 87942, London School of Economics and Political Science, LSE Library.
- Cokayne, Graeme & Gerba, Eddie & Kuchler, Andreas & Pank Roulund, Rasmus, 2024. "“Thank me later”: Why is (macro)prudence desirable?," Journal of Financial Stability, Elsevier, vol. 71(C).
- Deryugina, Elena & Ponomarenko, Alexey & Rozhkova, Anna, 2020.
"When are credit gap estimates reliable?,"
Economic Analysis and Policy, Elsevier, vol. 67(C), pages 221-238.
- Elena Deryugina & Alexey Ponomarenko & Anna Rozhkova, 2018. "When are credit gap estimates reliable?," Bank of Russia Working Paper Series wps34, Bank of Russia.
- De Grauwe, Paul & Gerba, Eddie, 2018.
"The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle,"
Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 206-236.
- Schumacher, Malte D. & Żochowski, Dawid, 2017.
"The risk premium channel and long-term growth,"
Working Paper Series
2114, European Central Bank.
Cited by:
- Daniel Loureiro & Oscar Afonso & Paulo B. Vasconcelos, 2024. "Global directed technical change model with fiscal and monetary policies, and public debt," Economic Change and Restructuring, Springer, vol. 57(2), pages 1-57, April.
- Carsten M. Stann & Theocharis N. Grigoriadis, 2020. "Monetary Policy Transmission to Russia and Eastern Europe," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 62(2), pages 303-353, June.
- Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2017.
"Simulating fire-sales in a banking and shadow banking system,"
ESRB Working Paper Series
46, European Systemic Risk Board.
Cited by:
- Hałaj, Grzegorz, 2018. "System-wide implications of funding risk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 1151-1181.
- Aikman, David & Chichkanov, Pavel & Douglas, Graeme & Georgiev, Yordan & Howat, James & King, Benjamin, 2019. "System-wide stress simulation," Bank of England working papers 809, Bank of England.
- Michel Baes & Eric Schaanning, 2023. "Reverse stress testing: Scenario design for macroprudential stress tests," Mathematical Finance, Wiley Blackwell, vol. 33(2), pages 209-256, April.
- Bush Georgia & Cañón Salazar Carlos Iván & Gray Daniel, 2021. "Emerging market capital flows the role of fund manager portfolio allocation," Working Papers 2021-13, Banco de México.
- Baranova, Yuliya & Douglas, Graeme & Silvestri, Laura, 2019. "Simulating stress in the UK corporate bond market: investor behaviour and asset fire-sales," Bank of England working papers 803, Bank of England.
- Hałaj, Grzegorz, 2018. "Agent-based model of system-wide implications of funding risk," Working Paper Series 2121, European Central Bank.
- Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2022.
"Simulating fire sales in a system of banks and asset managers,"
Journal of Banking & Finance, Elsevier, vol. 138(C).
- Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2020. "Simulating fire sales in a system of banks and asset managers," Working Paper Series 2373, European Central Bank.
- Coen, Jamie & Lepore, Caterina & Schaanning, Eric, 2019. "Taking regulation seriously: fire sales under solvency and liquidity constraints," Bank of England working papers 793, Bank of England.
- Cabral, Inês & Detken, Carsten & Fell, John & Henry, Jérôme & Hiebert, Paul & Kapadia, Sujit & Pires, Fatima & Salleo, Carmelo & Constâncio, Vítor & Nicoletti Altimari, Sergio, 2019. "Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies," Occasional Paper Series 227, European Central Bank.
- Kok, Christoffer & Gross, Marco & Żochowski, Dawid, 2016.
"The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model,"
Working Paper Series
1888, European Central Bank.
Cited by:
- Albertazzi, Ugo & Barbiero, Francesca & Marqués-Ibáñez, David & Popov, Alexander & Rodriguez d’Acri, Costanza & Vlassopoulos, Thomas, 2020. "Monetary policy and bank stability: the analytical toolbox reviewed," Working Paper Series 2377, European Central Bank.
- J. Paul Elhorst & Marco Gross & Eugen Tereanu, 2021. "Cross‐Sectional Dependence And Spillovers In Space And Time: Where Spatial Econometrics And Global Var Models Meet," Journal of Economic Surveys, Wiley Blackwell, vol. 35(1), pages 192-226, February.
- Gross, Marco & Población García, Francisco Javier, 2016. "Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households," Working Paper Series 1881, European Central Bank.
- Antonio M. Conti & Andrea Nobili & Federico M. Signoretti, 2018. "Bank capital constraints, lending supply and economic activity," Temi di discussione (Economic working papers) 1199, Bank of Italy, Economic Research and International Relations Area.
- Behn, Markus & Gross, Marco & Peltonen, Tuomas A., 2016.
"Assessing the costs and benefits of capital-based macroprudential policy,"
ESRB Working Paper Series
17, European Systemic Risk Board.
- Peltonen, Tuomas A. & Gross, Marco & Behn, Markus, 2016. "Assessing the costs and benefits of capital-based macroprudential policy," Working Paper Series 1935, European Central Bank.
- Gross, Marco & Henry, Jerome & Semmler, Willi, 2018.
"Destabilizing Effects Of Bank Overleveraging On Real Activity—An Analysis Based On A Threshold Mcs-Gvar,"
Macroeconomic Dynamics, Cambridge University Press, vol. 22(7), pages 1750-1768, October.
- Gross, Marco & Henry, Jérôme & Semmler, Willi, 2017. "Destabilizing effects of bank overleveraging on real activity - an analysis based on a threshold MCS-GVAR," Working Paper Series 2081, European Central Bank.
- Buesa, Alejandro & De Quinto, Alicia & Población García, Francisco Javier, 2021.
"Risky mortgages, credit shocks and cross-border spillovers,"
ESRB Working Paper Series
123, European Systemic Risk Board.
- Buesa, Alejandro & De Quinto, Alicia & Población, Javier, 2022. "Risky mortgages, credit shocks and cross-border spillovers," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 717-733.
- Klein, Paul-Olivier & Turk-Ariss, Rima, 2022.
"Bank capital and economic activity,"
Journal of Financial Stability, Elsevier, vol. 62(C).
- Paul-Olivier Klein & Rima Turk-Ariss, 2022. "Bank capital and economic activity," Post-Print hal-03955630, HAL.
- Balke, Nathan S. & Zeng, Zheng & Zhang, Ren, 2021. "Identifying credit demand, financial intermediation, and supply of funds shocks: A structural VAR approach," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
- Yi, Xingjian & Liu, Sheng & Wu, Zhouheng, 2022. "What drives credit expansion worldwide?——An empirical investigation with long-term cross-country panel data," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 225-242.
- Razieh Zahedi & Asghar Shahmoradi & Ali Taiebnia, 2022. "The ever-evolving trade pattern: a global VAR approach," Empirical Economics, Springer, vol. 63(3), pages 1193-1218, September.
- Financial Stability Committee, Task Force on cross-border Spillover Effects of macroprudential measures & Kok, Christoffer & Reinhardt, Dennis, 2020. "Cross-border spillover effects of macroprudential policies: a conceptual framework," Occasional Paper Series 242, European Central Bank.
- Kanngiesser, Derrick & Martin, Reiner & Maurin, Laurent & Moccero, Diego, 2017. "Estimating the impact of shocks to bank capital in the euro area," Working Paper Series 2077, European Central Bank.
- Borsuk, Marcin & Budnik, Katarzyna & Volk, Matjaz, 2020. "Buffer use and lending impact," Macroprudential Bulletin, European Central Bank, vol. 11.
- Bank for International Settlements, 2016. "Experiences with the ex ante appraisal of macroprudential instruments," CGFS Papers, Bank for International Settlements, number 56, december.
- Aikman, David & Beale, Daniel & Brinley-Codd, Adam & Covi, Giovanni & Hüser, Anne‑Caroline & Lepore, Caterina, 2023.
"Macroprudential stress‑test models: a survey,"
Bank of England working papers
1037, Bank of England.
- David Aikman & Daniel Beale & Adam Brinley-Codd & Anne-Caroline Hüser & Giovanni Covi & Caterina Lepore, 2023. "Macro-Prudential Stress Test Models: A Survey," IMF Working Papers 2023/173, International Monetary Fund.
- Piotr Dybka & Bartosz Olesiński & Piotr Pękała & Andrzej Torój, 2017. "To SVAR or to SVEC? On the transmission of capital buffer shocks to the real economy," Bank i Kredyt, Narodowy Bank Polski, vol. 48(2), pages 119-148.
- Gross, Marco & Población, Javier, 2017. "Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households," Economic Modelling, Elsevier, vol. 61(C), pages 510-528.
- Lo Duca, Marco & Hallissey, Niamh & Jurca, Pavol & Kouratzoglou, Charalampos & Lima, Diana & Pirovano, Mara & Prapiestis, Algirdas & Saldías, Martín & Tereanu, Eugen & Bartal, Mehdi & Giedraitė, Edita, 2023. "The more the merrier? Macroprudential instrument interactions and effective policy implementation," Occasional Paper Series 310, European Central Bank.
- Behn, Markus & Daminato, Claudio & Salleo, Carmelo, 2019. "A dynamic model of bank behaviour under multiple regulatory constraints," Working Paper Series 2233, European Central Bank.
- Matthieu Darracq Paries & Peter Karadi & Christoffer Kok & Kalin Nikolov, 2022. "The Impact of Capital Requirements on the Macroeconomy: Lessons from Four Macroeconomic Models of the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 18(5), pages 1-50, December.
- Ari, Anil & Darracq Pariès, Matthieu & Kok, Christoffer & Żochowski, Dawid, 2016.
"When shadows grow longer: shadow banking with endogenous entry,"
Working Paper Series
1943, European Central Bank.
Cited by:
- Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2017. "Simulating fire-sales in a banking and shadow banking system," ESRB Working Paper Series 46, European Systemic Risk Board.
- Żochowski, Dawid & Ampudia, Miguel & van Vlokhoven, Has, 2014.
"Financial fragility of euro area households,"
Working Paper Series
1737, European Central Bank.
- Ampudia, Miguel & van Vlokhoven, Has & Żochowski, Dawid, 2016. "Financial fragility of euro area households," Journal of Financial Stability, Elsevier, vol. 27(C), pages 250-262.
Cited by:
- Slacalek, Jiri & Vogel, Edgar & Ampudia, Miguel & Pavlickova, Akmaral, 2014.
"Household heterogeneity in the euro area since the onset of the great recession,"
Working Paper Series
1705, European Central Bank.
- Ampudia, Miguel & Pavlickova, Akmaral & Slacalek, Jiri & Vogel, Edgar, 2016. "Household heterogeneity in the euro area since the onset of the Great Recession," Journal of Policy Modeling, Elsevier, vol. 38(1), pages 181-197.
- Pietrunti, Mario & Signoretti, Federico M., 2020.
"Unconventional monetary policy and household debt: The role of cash-flow effects,"
Journal of Macroeconomics, Elsevier, vol. 64(C).
- Mario Pietrunti & Federico M. Signoretti, 2017. "Monetary policy in times of debt," Temi di discussione (Economic working papers) 1142, Bank of Italy, Economic Research and International Relations Area.
- Funke, Michael & Sun, Rongrong & Zhu, Linxu, 2018.
"The credit risk of Chinese households: A micro-level assessment,"
BOFIT Discussion Papers
12/2018, Bank of Finland Institute for Emerging Economies (BOFIT).
- Michael Funke & Rongrong Sun & Linxu Zhu, 2022. "The credit risk of Chinese households: A micro‐level assessment," Pacific Economic Review, Wiley Blackwell, vol. 27(3), pages 254-276, August.
- Michael Funke & Rongrong Sun & Linxu Zhu, 2018. "The Credit Risk of Chinese Households – A Micro-Level Assessment," CFDS Discussion Paper Series 2018/3, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- Marianna Brunetti & Rocco Ciciretti & Ljubica Djordjevic, 2014.
"The Determinants of Household's Bank Switching,"
CEIS Research Paper
322, Tor Vergata University, CEIS, revised 11 Nov 2015.
- Marianna Brunetti & Rocco Ciciretti & Ljubica Djordjevic, 2015. "The Determinants of Household's Bank Switching," Working Paper series 15-24, Rimini Centre for Economic Analysis.
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- Rojas, Helder & Dias, David, 2021. "Transfer of macroeconomic shocks in stress tests modeling," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 572(C).
- Jose Fique, 2017. "The MacroFinancial Risk Assessment Framework (MFRAF), Version 2.0," Technical Reports 111, Bank of Canada.
- Szybisz, Martin Andres, 2019. "Interactions between Credit and Market Risk, Diversification vs Compounding effects," MPRA Paper 93173, University Library of Munich, Germany.
- Helder Rojas & David Dias, 2021. "Stress testing network reconstruction via graphical causal model," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 37(1), pages 74-83, January.
- Giuseppe Montesi & Giovanni Papiro, 2018. "Bank Stress Testing: A Stochastic Simulation Framework to Assess Banks’ Financial Fragility †," Risks, MDPI, vol. 6(3), pages 1-54, August.
- Arnould, Guillaume & Pancaro, Cosimo & Żochowski, Dawid, 2020.
"Bank funding costs and solvency,"
Bank of England working papers
853, Bank of England.
- Guillaume Arnould & Giuseppe Avignone & Cosimo Pancaro & Dawid Żochowski, 2022. "Bank funding costs and solvency," The European Journal of Finance, Taylor & Francis Journals, vol. 28(10), pages 931-963, July.
- Pancaro, Cosimo & Żochowski, Dawid & Arnould, Guillaume, 2020. "Bank funding costs and solvency," Working Paper Series 2356, European Central Bank.
- Financial Stability Committee, Task Force on cross-border Spillover Effects of macroprudential measures & Kok, Christoffer & Reinhardt, Dennis, 2020. "Cross-border spillover effects of macroprudential policies: a conceptual framework," Occasional Paper Series 242, European Central Bank.
- Alogoskoufis, Spyros & Dunz, Nepomuk & Emambakhsh, Tina & Hennig, Tristan & Kaijser, Michiel & Kouratzoglou, Charalampos & Muñoz, Manuel A. & Parisi, Laura & Salleo, Carmelo, 2021. "ECB’s economy-wide climate stress test," Occasional Paper Series 281, European Central Bank.
- Anastasios Petropoulos & Vasilis Siakoulis & Dionysios Mylonas & Aristotelis Klamargias, 2018. "A combined statistical framework for forecasting default rates of Greek Financial Institutions' credit portfolios," Working Papers 243, Bank of Greece.
- Marcin Borsuk, 2019. "Forecasting the Net Interest Margin and Loan Loss Provision Ratio of Banks in Various Economic Scenarios: Evidence from Poland," Russian Journal of Money and Finance, Bank of Russia, vol. 78(1), pages 89-106, March.
- Bank for International Settlements, 2016. "Experiences with the ex ante appraisal of macroprudential instruments," CGFS Papers, Bank for International Settlements, number 56, december.
- T. Bennani & C. Couaillier & A. Devulder & S. Gabrieli & J. Idier & P. Lopez & T. Piquard & V. Scalone, 2017. "An analytical framework to calibrate macroprudential policy," Working papers 648, Banque de France.
- Busch, Ramona & Koziol, Philipp & Mitrovic, Marc, 2015. "Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks," Discussion Papers 23/2015, Deutsche Bundesbank.
- Hałaj, Grzegorz, 2018. "Agent-based model of system-wide implications of funding risk," Working Paper Series 2121, European Central Bank.
- Anastasios Petropoulos & Vassilis Siakoulis & Konstantinos P. Panousis & Loukas Papadoulas & Sotirios Chatzis, 2020. "A Deep Learning Approach for Dynamic Balance Sheet Stress Testing," Papers 2009.11075, arXiv.org, revised Sep 2022.
- Hałaj, Grzegorz, 2016.
"Dynamic balance sheet model with liquidity risk,"
Working Paper Series
1896, European Central Bank.
- Grzegorz Hałaj, 2016. "Dynamic Balance Sheet Model With Liquidity Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(07), pages 1-37, November.
- Marco Bardoscia & Paolo Barucca & Stefano Battiston & Fabio Caccioli & Giulio Cimini & Diego Garlaschelli & Fabio Saracco & Tiziano Squartini & Guido Caldarelli, 2021. "The Physics of Financial Networks," Papers 2103.05623, arXiv.org.
- Kok, Christoffer & Pancaro, Cosimo & Mirza, Harun, 2017.
"Macro stress testing euro area banks' fees and commissions,"
Working Paper Series
2029, European Central Bank.
- Kok, Christoffer & Mirza, Harun & Pancaro, Cosimo, 2019. "Macro stress testing euro area banks’ fees and commissions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 97-119.
- Carlos Pérez Montes & Alejandro Ferrer Pérez, 2018. "The impact of the interest rate level on bank profitability and balance sheet structure," Revista de Estabilidad Financiera, Banco de España, issue Otoño.
- Szybisz, Martin Andres, 2018. "Banking net income and macroeconomics, from multicollinearity to Granger causality using US data," MPRA Paper 90473, University Library of Munich, Germany.
- Helder Rojas & David Dias, 2018. "Transmission of Macroeconomic Shocks to Risk Parameters: Their uses in Stress Testing," Papers 1809.07401, arXiv.org, revised May 2019.
- Busch, Ramona & Koziol, Philipp & Mitrovic, Marc, 2018. "Many a little makes a mickle: Stress testing small and medium-sized German banks," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 237-253.
- Pavel Kapinos & Oscar A. Mitnik, 2016. "A Top-down Approach to Stress-testing Banks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 49(2), pages 229-264, June.
- Carlos Pérez Montes & Alejandro Ferrer Pérez, 2018. "The impact of the interest rate level on bank profitability and balance sheet structure," Financial Stability Review, Banco de España, issue Autumn.
- Cabral, Inês & Detken, Carsten & Fell, John & Henry, Jérôme & Hiebert, Paul & Kapadia, Sujit & Pires, Fatima & Salleo, Carmelo & Constâncio, Vítor & Nicoletti Altimari, Sergio, 2019. "Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies," Occasional Paper Series 227, European Central Bank.
- Mr. Dimitri G Demekas, 2015. "Designing Effective Macroprudential Stress Tests: Progress So Far and the Way Forward," IMF Working Papers 2015/146, International Monetary Fund.
- Dawid, Żochowski & Sławomir, Zajączkowski, 2006.
"The Distribution and Dispersion of Debt Burden Ratios Among Households in Poland and its Implications for Financial Stability,"
MPRA Paper
692, University Library of Munich, Germany, revised 19 Oct 2006.
- Slawomir Zajaczkowski & Dawid Zochowski, 2007. "The distribution and dispersion of debt burden ratios among households in Poland and its implications for financial stability," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Measuring the financial position of the household sector", Basel, 30-31 August 2006 - Volume 2, volume 26, pages 62-74, Bank for International Settlements.
Cited by:
- Alena Bicakova & Zuzana Prelcova & Renata Pasalicova, 2011.
"Who Borrows and Who May Not Repay?,"
CERGE-EI Working Papers
wp443, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Alena Bicakova & Zuzana Prelcova & Renata Pasalicova, 2010. "Who Borrows and Who May Not Repay?," Working Papers 2010/10, Czech National Bank.
- Marco FRIGERIO & Cristina OTTAVIANI & Daniela VANDONE, 2018. "A Meta-Analytic Investigation of Consumer Over-Indebtedness: the Role of Impulsivity," Departmental Working Papers 2018-08, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Adam Głogowski, 2008. "Macroeconomic determinants of Polish banks’ loan losses – results of a panel data study," NBP Working Papers 53, Narodowy Bank Polski.
- Pradeep Mitra & Marcelo Selowsky & Juan Zalduendo, 2010. "Turmoil at Twenty : Recession, Recovery, and Reform in Central and Eastern Europe and the Former Soviet Union," World Bank Publications - Books, The World Bank Group, number 2682.
- Hałaj, Grzegorz & Żochowski, Dawid, 2006.
"Strategic groups in Polish banking sector and financial stability,"
MPRA Paper
326, University Library of Munich, Germany.
Cited by:
- Adam Głogowski, 2008. "Macroeconomic determinants of Polish banks’ loan losses – results of a panel data study," NBP Working Papers 53, Narodowy Bank Polski.
- Pruski, Jerzy & Żochowski, Dawid, 2005.
"Changes in the financing structure of the real economy in Poland - challenges for the banking sector,"
MPRA Paper
328, University Library of Munich, Germany.
- Jerzy Pruski & Dawid Zochowski, 2006. "Changes in the financing structure of the real economy in Poland - challenges for the banking sector," BIS Papers chapters, in: Bank for International Settlements (ed.), The banking system in emerging economies: how much progress has been made?, volume 28, pages 313-25, Bank for International Settlements.
Cited by:
- Slawomir Zajaczkowski & Dawid Zochowski, 2007.
"The distribution and dispersion of debt burden ratios among households in Poland and its implications for financial stability,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Measuring the financial position of the household sector", Basel, 30-31 August 2006 - Volume 2, volume 26, pages 62-74,
Bank for International Settlements.
- Dawid, Żochowski & Sławomir, Zajączkowski, 2006. "The Distribution and Dispersion of Debt Burden Ratios Among Households in Poland and its Implications for Financial Stability," MPRA Paper 692, University Library of Munich, Germany, revised 19 Oct 2006.
Articles
- Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2022.
"Simulating fire sales in a system of banks and asset managers,"
Journal of Banking & Finance, Elsevier, vol. 138(C).
See citations under working paper version above.
- Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2020. "Simulating fire sales in a system of banks and asset managers," Working Paper Series 2373, European Central Bank.
- Guillaume Arnould & Giuseppe Avignone & Cosimo Pancaro & Dawid Żochowski, 2022.
"Bank funding costs and solvency,"
The European Journal of Finance, Taylor & Francis Journals, vol. 28(10), pages 931-963, July.
See citations under working paper version above.
- Arnould, Guillaume & Pancaro, Cosimo & Żochowski, Dawid, 2020. "Bank funding costs and solvency," Bank of England working papers 853, Bank of England.
- Pancaro, Cosimo & Żochowski, Dawid & Arnould, Guillaume, 2020. "Bank funding costs and solvency," Working Paper Series 2356, European Central Bank.
- Franch, Fabio & Nocciola, Luca & Żochowski, Dawid, 2021.
"Cross-border effects of prudential regulation: Evidence from the euro area,"
Journal of Financial Stability, Elsevier, vol. 53(C).
- Luca Nocciola & Dawid Zochowski, 2016. "Cross-border spillovers from macroprudential policy in the euro area," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy, volume 86, pages 45-48, Bank for International Settlements.
See citations under working paper version above.- Żochowski, Dawid & Franch, Fabio & Nocciola, Luca, 2019. "Cross-border effects of prudential regulation: evidence from the euro area," Working Paper Series 2285, European Central Bank.
- Deghi, Andrea & Welz, Peter & Żochowski, Dawid, 2018.
"A new financial stability risk index to predict the near-term risk of recession,"
Financial Stability Review, European Central Bank, vol. 1.
Cited by:
- Henri-Paul Rousseau, 2019. "A schematic view of government as regulator and insurer of the financial system," Working Papers halshs-01993612, HAL.
- Maria Elvira Mancino & Simona Sanfelici, 2020. "Identifying financial instability conditions using high frequency data," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 221-242, January.
- Mazzocchetti, Andrea & Lauretta, Eliana & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2018.
"Systemic Financial Risk Indicators and Securitised Assets: an Agent-Based Framework,"
MPRA Paper
89779, University Library of Munich, Germany.
- Andrea Mazzocchetti & Eliana Lauretta & Marco Raberto & Andrea Teglio & Silvano Cincotti, 2020. "Systemic financial risk indicators and securitised assets: an agent-based framework," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 9-47, January.
- Henri-Paul Rousseau, 2019. "A schematic view of government as regulator and insurer of the financial system," PSE Working Papers halshs-01993612, HAL.
- George N. Apostolakis & Nikolaos Giannellis & Athanasios P. Papadopoulos, 2023. "Macro‐financial effects of monetary policy easing," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 715-738, April.
- Cabral, Inês & Detken, Carsten & Fell, John & Henry, Jérôme & Hiebert, Paul & Kapadia, Sujit & Pires, Fatima & Salleo, Carmelo & Constâncio, Vítor & Nicoletti Altimari, Sergio, 2019. "Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies," Occasional Paper Series 227, European Central Bank.
- Gaiduchevici, G. & Zochowski,D., 2017.
"MREL: financial stability implications,"
Macroprudential Bulletin, European Central Bank, vol. 4.
Cited by:
- Albertazzi, Ugo & Barbiero, Francesca & Marqués-Ibáñez, David & Popov, Alexander & Rodriguez d’Acri, Costanza & Vlassopoulos, Thomas, 2020. "Monetary policy and bank stability: the analytical toolbox reviewed," Working Paper Series 2377, European Central Bank.
- Altavilla, Carlo & Fernandes, Cecilia Melo & Ongena, Steven & Scopelliti, Alessandro, 2022. "Bank bond holdings and bail-in regulatory changes: evidence from euro area security registers," Working Paper Series 2758, European Central Bank.
- Mirza, H. & Zochowski,D., 2017.
"Macroprudential policy analysis and tools – Stress test quality assurance from a top-down perspective,"
Macroprudential Bulletin, European Central Bank, vol. 3.
Cited by:
- Ongena, Steven & Kok, Christoffer & Müller, Carola & Pancaro, Cosimo, 2021.
"The disciplining effect of supervisory scrutiny in the EU-wide stress test,"
CEPR Discussion Papers
16157, C.E.P.R. Discussion Papers.
- Kok, Christoffer & Müller, Carola & Ongena, Steven & Pancaro, Cosimo, 2023. "The disciplining effect of supervisory scrutiny in the EU-wide stress test," Journal of Financial Intermediation, Elsevier, vol. 53(C).
- Cosimo Pancaro & Christoffer Kok & Carola Müller & Steven Ongena, 2022. "The Disciplining Effect of Supervisory Scrutiny in the EU-Wide Stress Test," Swiss Finance Institute Research Paper Series 22-59, Swiss Finance Institute.
- Kok, Christoffer & Müller, Carola & Ongena, Steven & Pancaro, Cosimo, 2021. "The disciplining effect of supervisory scrutiny in the EU-wide stress test," Working Paper Series 2551, European Central Bank.
- Ongena, Steven & Kok, Christoffer & Müller, Carola & Pancaro, Cosimo, 2021.
"The disciplining effect of supervisory scrutiny in the EU-wide stress test,"
CEPR Discussion Papers
16157, C.E.P.R. Discussion Papers.
- Ampudia, Miguel & van Vlokhoven, Has & Żochowski, Dawid, 2016.
"Financial fragility of euro area households,"
Journal of Financial Stability, Elsevier, vol. 27(C), pages 250-262.
See citations under working paper version above.
- Żochowski, Dawid & Ampudia, Miguel & van Vlokhoven, Has, 2014. "Financial fragility of euro area households," Working Paper Series 1737, European Central Bank.
- Fahr, Stephan & Żochowski, Dawid, 2015.
"A Framework for Analysing and Assessing Cross-Border Spillovers from Macroprudential Policies,"
Financial Stability Review, European Central Bank, vol. 1.
Cited by:
- Hałaj, Grzegorz, 2018. "System-wide implications of funding risk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 1151-1181.
- Lorenz Emter & Martin Schmitz & Marcel Tirpák, 2019.
"Cross-border banking in the EU since the crisis: What is driving the great retrenchment?,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 155(2), pages 287-326, May.
- Emter, Lorenz & Schmitz, Martin & Tirpák, Marcel, 2018. "Cross-border banking in the EU since the crisis: what is driving the great retrenchment?," Working Paper Series 2130, European Central Bank.
- Franch, Fabio & Nocciola, Luca & Żochowski, Dawid, 2021.
"Cross-border effects of prudential regulation: Evidence from the euro area,"
Journal of Financial Stability, Elsevier, vol. 53(C).
- Żochowski, Dawid & Franch, Fabio & Nocciola, Luca, 2019. "Cross-border effects of prudential regulation: evidence from the euro area," Working Paper Series 2285, European Central Bank.
- Luca Nocciola & Dawid Zochowski, 2016. "Cross-border spillovers from macroprudential policy in the euro area," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy, volume 86, pages 45-48, Bank for International Settlements.
- Financial Stability Committee, Task Force on cross-border Spillover Effects of macroprudential measures & Kok, Christoffer & Reinhardt, Dennis, 2020. "Cross-border spillover effects of macroprudential policies: a conceptual framework," Occasional Paper Series 242, European Central Bank.
- Cabral, Inês & Detken, Carsten & Fell, John & Henry, Jérôme & Hiebert, Paul & Kapadia, Sujit & Pires, Fatima & Salleo, Carmelo & Constâncio, Vítor & Nicoletti Altimari, Sergio, 2019. "Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies," Occasional Paper Series 227, European Central Bank.
- Piotr Białowolski & Dawid Żochowski & Piotr Zwiernik, 2011.
"Modelling Inflation Using Markov Switching Models: Case of Poland, 1992 – 2005,"
Prace i Materiały, Instytut Rozwoju Gospodarczego (SGH), vol. 86(2), pages 185-199, January.
Cited by:
- Aliyu, Shehu Usman Rano, 2020. "What have we learnt from modelling stock returns in Nigeria: Higgledy-piggledy?," MPRA Paper 110382, University Library of Munich, Germany, revised 06 Jun 2021.
- Grzegorz Halaj & Dawid Zochowski, 2009.
"Strategic Groups and Banks’ Performance,"
Financial Theory and Practice, Institute of Public Finance, vol. 33(2), pages 153-186.
Cited by:
- Matteo Farnè & Angelos T. Vouldis, 2021. "Banks’ business models in the euro area: a cluster analysis in high dimensions," Annals of Operations Research, Springer, vol. 305(1), pages 23-57, October.
- Jaksa Kristo & Iva Mandac, 2015. "Characteristics of bank financial intermediation in Croatian counties," Financial Theory and Practice, Institute of Public Finance, vol. 39(1), pages 57-82.
- Farnè, Matteo & Vouldis, Angelos, 2017. "Business models of the banks in the euro area," Working Paper Series 2070, European Central Bank.
- Anjan Roy, 2021. "Business segment diversification of private banks in India," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 48(3), pages 295-308, September.
Chapters
- Luca Nocciola & Dawid Zochowski, 2016.
"Cross-border spillovers from macroprudential policy in the euro area,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy, volume 86, pages 45-48,
Bank for International Settlements.
- Franch, Fabio & Nocciola, Luca & Żochowski, Dawid, 2021. "Cross-border effects of prudential regulation: Evidence from the euro area," Journal of Financial Stability, Elsevier, vol. 53(C).
See citations under working paper version above.- Żochowski, Dawid & Franch, Fabio & Nocciola, Luca, 2019. "Cross-border effects of prudential regulation: evidence from the euro area," Working Paper Series 2285, European Central Bank.
- Slawomir Zajaczkowski & Dawid Zochowski, 2007.
"The distribution and dispersion of debt burden ratios among households in Poland and its implications for financial stability,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Measuring the financial position of the household sector", Basel, 30-31 August 2006 - Volume 2, volume 26, pages 62-74,
Bank for International Settlements.
See citations under working paper version above.
- Dawid, Żochowski & Sławomir, Zajączkowski, 2006. "The Distribution and Dispersion of Debt Burden Ratios Among Households in Poland and its Implications for Financial Stability," MPRA Paper 692, University Library of Munich, Germany, revised 19 Oct 2006.
- Jerzy Pruski & Dawid Zochowski, 2006.
"Changes in the financing structure of the real economy in Poland - challenges for the banking sector,"
BIS Papers chapters, in: Bank for International Settlements (ed.), The banking system in emerging economies: how much progress has been made?, volume 28, pages 313-25,
Bank for International Settlements.
See citations under working paper version above.Sorry, no citations of chapters recorded.
- Pruski, Jerzy & Żochowski, Dawid, 2005. "Changes in the financing structure of the real economy in Poland - challenges for the banking sector," MPRA Paper 328, University Library of Munich, Germany.