ul.Madalińskiego 6/8, bud. M p.219
02-513
Education
2001 –
2004
Ph.D. Research
Program „Capital Markets and Finance in the Enlarged
at the
2000
- one semester scholarship at
1996 – 2001
M.A. at
majors: finance and banking,
quantitative methods and information systems.
Teaching
experience
2001 – now
Lectures and exercise classes for undergraduate students at Warsaw School of Economics:
(1)
econometrics,
(2)
advanced econometrics – nonlinear models
(3) financial econometrics (also for PhD students)
2003
Lectures on financial contagion for Ph.D. students at the European
University Viadrina
2004
Lectures on asset
pricing for undergraduate students at the European University Viadrina
Professional
experience
1996 –
2001
internships at
National Bank of Poland, ING Bank, and PKO Bank Polski, and two market research
companies.
2001 – present Lecturer at Warsaw School of Economics
2004 –
present
Economic expert at the
National Bank of Poland, Financial Stability Department
More important presentations during scientific
conferences
2006-present several presentations in the National Bank of Poland and in other European central banks,
Warsaw School of Economics, University of Munster, Germany, G-20 Financial Systemic Risk Conference, Istanbul, Turkey.
2005, 2011
Global Finance
Conference,
2004
3rd International Conference of the Portuguese Finance Network,
“Forecasting Financial Markets and Economic decision-making” Łódź,
European Summer Symposium in Financial Markets (CEPR),
2003
MACROMODELS,
Symposium on International Equity Market Integration,
and Finance Society,
More important publications in refereed
international journals
Identifying multiple regimes in the model of credit to households, accepted for publication in: International Review of Economics and Finance.
Banking crises and nonlinear linkages between credit and output, Applied Economics 44, 2012, 1025 – 1040.
Larger crises cost more: impact of banking sector instability on output growth, Journal of International Money and Finance 29, 2010, 1463 – 1481.
(with Adam Pawlikowski) The costs of
banking sector restructuring in Poland, Bank
& Credit 8/9, 2007, 84 – 95.
(with Bartosz Gębka) Intra- and Inter-regional
Spillovers between Emerging Capital Markets around the World, Research in International Business and
Finance 21, 2007, 203 – 221.
(with Jędrzej Białkowski and Martin T. Bohl)
Testing for Financial Spillovers in Calm and Turbulent Periods, Quarterly
Review of Economics and Finance 46, 2006, 397 – 412.
Do Emerging Financial Markets React to Monetary
Policy Announcements? Evidence from Poland, accepted for publication in Applied
Financial Economics 16, 2006,
513 – 523.
(with Bartosz Gębka) Are Financial Spillovers
Stable Across Regimes? Evidence from the 1997 Asian Crisis, Journal of
International Financial Markets, Institutions and Money 16, 2006, 301 –
317.
(with Jędrzej Białkowski) Financial Contagion,
Spillovers, and Causality in the Markov Switching Framework, Quantitative
Finance 5, 2005, 123 – 131.
(with Martin T. Bohl) Financial
Contagion Vulnerability and Resistance: Empirical Evidence on Emerging European
Capital Markets, Economic Systems 29, 2005, 344 – 362.
Other more important research
(in Polish) Predicting currency crises – early
warning system for Poland, Bank i Kredyt 9, 2005.
(with
(with Agnieszka Smolińska-Skarżyńska – in
Polish) Reaction of foreign exchange rate to interest rate changes – event
study approach, Bank i Kredyt 1, 2004.
(with Wanda Marcinkowska-Lewandowska – in
Polish) Two threshold models to analyze financial markets, in: Waldemar
Tarczyński (ed.) Capital Market, Effective Investing, 2002.
(with Michał Rubaszek – in Polish) Forecasting
foreign exchange rate. Risk-premium model, Bank i Kredyt 9, 2001.
Book
(with Michał Rubaszek and Wanda
Marcinkowska-Lewandowska – in Polish) Analysis of the foreign exchange rate
(title in Polish: Analiza kursu walutowego), to be published, C.H. Beck,
Warsaw, 2009.
Refereed for: Economic Systems, Applied Economics, Bank & Credit, NBP Working Paper Series, CEJEME, Journal of Multinational Financial Management, Emerging Markets Finance and Trade, Eastern European Economics, Journal of International Money and Finance, several scientific conferences
Awards and scholarships
2000
One semester scholarship at
2001
Distinction from the president of the Warsaw School of Economics for the
paper “Modeling foreign exchange rate. Risk-premium model” (with Michał Rubaszek
– in Polish).
2001-2004
Ph.D. scholarship
at the European University Viadrina.
2005, 2006 Foundation for Polish Science Award for young economists (two times),
2011-2012
Research grant
Languages
Polish (fluent), English (very good), German
(advanced), Spanish (very basic)
Scientific interests
Econometrics of financial markets, nonlinear
econometric models, financial crises and contagion, banking sector and financial markets
Personal
Born: March 2,
Citizenship: Polish
Married
Other interests: Sailing, football, chess