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 | 72 | 2009 |
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 | 65 | 2011 |
The regulated meltdown of 2008 J Jabłecki, M Machaj Critical Review 21 (2-3), 301-328, 2009 | 54 | 2009 |
Central bank liquidity provision, risk-taking and economic efficiency U Bindseil, J Jabłecki ECB Working Paper, 2013 | 30 | 2013 |
A structural model of central bank operations and bank intermediation U Bindseil, J Jablecki ECB Working Paper, 2011 | 25 | 2011 |
Non-parametric local volatility formula for interest rate swaptions DQ Dariusz Gatarek, Juliusz Jabłecki Risk, 2016 | 11 | 2016 |
Volatility as an asset class: Obvious benefits and hidden risks J Jablecki, R Kokoszczynski, P Sakowski Peter Lang GmbH, Internationaler Verlag der Wissenschaften, 2015 | 10 | 2015 |
The European Sovereign-Debt Crisis: A Failure of Regulation? J Jabłecki Critical Review 24 (1), 1-35, 2012 | 8 | 2012 |
A Regulated Meltdown: The Basel Rules and Banks’ Leverage J Jablecki, M Machaj What Caused the Financial Crisis, 200-27, 2011 | 8 | 2011 |
Negative bond term premia-a new challenge for Polish conventional monetary policy J Jablecki, A Raczko, G Wesolowski BIS Paper, 2016 | 7 | 2016 |
Alternatywne strategie polityki pieniężnej W Grostal, J Jabłecki, P Beniak, M Ciżkowicz-Pękała, ... Narodowy Bank Polski, 2016 | 7 | 2016 |
“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 | 7 | 2010 |
A nonparametric local volatility model for swaptions smile D Gatarek, J Jablecki Journal of Computational Finance, Forthcoming, 2017 | 5 | 2017 |
The financial crisis in retrospect: A case of misunderstood interdependence J Jabłecki Critical Review 28 (3-4), 287-334, 2016 | 5 | 2016 |
Modeling joint defaults in correlation-sensitive instruments D Gatarek, J Jablecki Journal of Credit Risk 12 (3), 2016 | 5 | 2016 |
A simple model of correlated defaults with application to repo portfolios D Gatarek, J Jablecki Journal of Derivatives 23 (2), 8, 2015 | 5 | 2015 |
Doing Well While Doing Good: The Elusive Quest for Green Bond Returns. J Jabłecki Journal of Impact & ESG Investing 3 (3), 2023 | 4 | 2023 |
Towards a general local volatility model for all asset classes D Gatarek, J Jabłecki Journal of Derivatives 27 (1), 14-31, 2019 | 4 | 2019 |
Pomiar i modelowanie zmienności—przegląd literatury J Jabłecki, R Kokoszczyński, P Sakowski, R Ślepaczuk, P Wójcik Ekonomia. Rynek, Gospodarka, Społeczeństwo 31, 22-55, 2012 | 4 | 2012 |
Rise and fall of synthetic CDO market: lessons learned J JABłECKI International Journal of Theoretical and Applied Finance 20 (08), 1750052, 2017 | 3 | 2017 |