Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

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Application of the original method of analysis and measurement of systemic risk to emerging countries in Europe

2018/29/N/HS4/02783

Keywords:

systemic risk financial system stability financial crisis

Descriptors:

  • HS4_3: Econometrics, statistical methods
  • HS4_6: Financial markets, international finance, public finance

Panel:

HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution :

Uniwersytet Ekonomiczny we Wrocławiu, Wydział Ekonomii i Finansów

woj. dolnośląskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr Marta Karaś 

Number of co-investigators in the project: 2

Call: PRELUDIUM 15 - announced on 2018-03-15

Amount awarded: 81 689 PLN

Project start date (Y-m-d): 2019-01-24

Project end date (Y-m-d): 2023-01-23

Project duration:: 48 months (the same as in the proposal)

Project status: Project settled

Project description

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Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.

Information in the final report

  • Publication in academic press/journals (6)
  • Articles in post-conference publications (2)
  • Book publications / chapters in book publications (1)
  1. SYSTEMIC ILLIQUIDITY NOISE-BASED MEASURE – A SOLUTION FOR SYSTEMIC LIQUIDITY MONITORING IN FRONTIER AND EMERGING MARKETS
    Authors:
    Marta Karaś, Ewa Dziwok
    Academic press:
    Risks (rok: 2021, tom: 9(7), strony: 124), Wydawca: MDPI
    Status:
    Published
    DOI:
    10.3390/risks9070124 - link to the publication
  2. Stabilność i wyniki finansowe banków w krajach Europy graniczących z konfliktem militarnym w Ukrainie
    Authors:
    Marta Karaś, Michał Boda
    Academic press:
    Gospodarka Narodowa/The Polish Journal of Economics (rok: 2024, tom: 45346, strony: b.d.), Wydawca: SGH Warsaw School of Economics
    Status:
    Accepted for publication
    DOI:
    b.d. - link to the publication
  3. E-Factor Augmentation – A Method To Quantify The Environmental Factor In Systemic Risk Analysis
    Authors:
    Marta Karaś, Ewa Dziwok, Michał Stachura
    Academic press:
    Central European Management Journal (rok: 2024, ), Wydawca: Emerald
    Status:
    Submitted
    DOI:
    10.2139/ssrn.4156777 - link to the publication
  4. Impact of Systemic Risk on Total Capital Ratios of Banks in Europe During Public Debt Crisis, Brexit, Covid-19 Pandemic and the War in Ukraine
    Authors:
    Marta Karaś, Michał Stachura, Michał Boda
    Academic press:
    International Review of Financial Analysis , Wydawca: Elsevier
    Status:
    Submitted
    DOI:
    brak - link to the publication
  5. Systemic Turbulence and Risk Spillovers in IBOR Rates in Europe
    Authors:
    Marta Karaś, Ewa Dziwok, Michał Stachura
    Academic press:
    Argumenta Aeconomica (rok: 2023, ), Wydawca: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
    Status:
    Submitted
    DOI:
    10.2139/ssrn.4357410 - link to the publication
  6. Three ways to improve the systemic risk analysis of the Central and Eastern European region using SRISK and CoVaR
    Authors:
    Marta Karaś, Witold Szczepaniak
    Academic press:
    Credit Risk Journal (rok: 2021, tom: 17/2, strony: 27-62), Wydawca: Risk.net
    Status:
    Published
    DOI:
    10.21314/JCR.2021.001 - link to the publication
  1. Fragility or Contagion? Properties of Systemic Risk in the Selected Countries of Central and East-Central Europe
    Authors:
    Marta Karaś, Witold Szczepaniak
    Conference:
    Wroclaw International Conference in Finance (WROFIN) (rok: 2020, ), Wydawca: Springer International Publishing
    Data:
    konferencja 2019-09-24-25
    Status:
    Published
  2. Systemic risk in selected countries of Western and Central Europe
    Authors:
    Marta Karaś, Witold Szczepaniak
    Conference:
    Wroclaw International Conference in Finance (WROFIN) (rok: 2021, ), Wydawca: Springer International Publishing
    Data:
    konferencja 2020-09-22-23
    Status:
    Published
  1. Using E from ESG in systemic risk measurement
    Authors:
    Marta Karaś, Ewa Dziwok, Michał Stachura
    Book:
    Creating Value and Improving Financial Performance: Inclusive Finance and the ESG Premium (rok: 2023, tom: 1, strony: 85-118), Wydawca: Palgrave Macmillan
    Status:
    Published

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