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Juliusz Jabłecki
Juliusz Jabłecki
Faculty of Economic Sciences, University of Warsaw
Verified email at wne.uw.edu.pl
Title
Cited by
Cited by
Year
The impact of Basel I capital requirements on bank behavior and the efficacy of monetary policy
J Jablecki
International Journal of Economic Sciences and Applied Research 2 (1), 16-35, 2009
722009
The optimal width of the central bank standing facilities corridor and banks' day-to-day liquidity management
U Bindseil, J Jabłecki
ECB Working Paper, 2011
652011
The regulated meltdown of 2008
J Jabłecki, M Machaj
Critical Review 21 (2-3), 301-328, 2009
542009
Central bank liquidity provision, risk-taking and economic efficiency
U Bindseil, J Jabłecki
ECB Working Paper, 2013
302013
A structural model of central bank operations and bank intermediation
U Bindseil, J Jablecki
ECB Working Paper, 2011
252011
Non-parametric local volatility formula for interest rate swaptions
DQ Dariusz Gatarek, Juliusz Jabłecki
Risk, 2016
112016
Volatility as an asset class: Obvious benefits and hidden risks
J Jablecki, R Kokoszczynski, P Sakowski
Peter Lang GmbH, Internationaler Verlag der Wissenschaften, 2015
102015
The European Sovereign-Debt Crisis: A Failure of Regulation?
J Jabłecki
Critical Review 24 (1), 1-35, 2012
82012
A Regulated Meltdown: The Basel Rules and Banks’ Leverage
J Jablecki, M Machaj
What Caused the Financial Crisis, 200-27, 2011
82011
Negative bond term premia-a new challenge for Polish conventional monetary policy
J Jablecki, A Raczko, G Wesolowski
BIS Paper, 2016
72016
Alternatywne strategie polityki pieniężnej
W Grostal, J Jabłecki, P Beniak, M Ciżkowicz-Pękała, ...
Narodowy Bank Polski, 2016
72016
“Show me the money”–or how the institutional aspects of monetary policy implementation render money supply endogenous
J Jabłecki
Bank i kredyt 41 (3), 35-82, 2010
72010
A nonparametric local volatility model for swaptions smile
D Gatarek, J Jablecki
Journal of Computational Finance, Forthcoming, 2017
52017
The financial crisis in retrospect: A case of misunderstood interdependence
J Jabłecki
Critical Review 28 (3-4), 287-334, 2016
52016
Modeling joint defaults in correlation-sensitive instruments
D Gatarek, J Jablecki
Journal of Credit Risk 12 (3), 2016
52016
A simple model of correlated defaults with application to repo portfolios
D Gatarek, J Jablecki
Journal of Derivatives 23 (2), 8, 2015
52015
Doing Well While Doing Good: The Elusive Quest for Green Bond Returns.
J Jabłecki
Journal of Impact & ESG Investing 3 (3), 2023
42023
Towards a general local volatility model for all asset classes
D Gatarek, J Jabłecki
Journal of Derivatives 27 (1), 14-31, 2019
42019
Pomiar i modelowanie zmienności—przegląd literatury
J Jabłecki, R Kokoszczyński, P Sakowski, R Ślepaczuk, P Wójcik
Ekonomia. Rynek, Gospodarka, Społeczeństwo 31, 22-55, 2012
42012
Rise and fall of synthetic CDO market: lessons learned
J JABłECKI
International Journal of Theoretical and Applied Finance 20 (08), 1750052, 2017
32017
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