| Two decades of contagion effect on stock markets: Which events are more contagious? M Iwanicz-Drozdowska, K Rogowicz, Ł Kurowski, P Smaga Journal of Financial Stability 55, 100907, 2021 | 43 | 2021 |
| Are business and credit cycles synchronised internally or externally? Ł Kurowski, K Rogowicz Economic Modelling 74, 124-141, 2018 | 28 | 2018 |
| Negative interest rates as systemic risk event ŁK Kurowski, K Rogowicz Finance Research Letters 22, 153-157, 2017 | 22 | 2017 |
| Does the choice of monetary policy tool matter for systemic risk? The curious case of negative interest rates M Iwanicz-Drozdowska, K Rogowicz Journal of International Financial Markets, Institutions and Money 79, 101608, 2022 | 5 | 2022 |
| What would the economy with credit-enhanced interest rates look like? The case of Turkey Ł Kurowski, K Rogowicz, P Smaga Turkish Studies 21 (4), 620-644, 2020 | 2 | 2020 |
| Stabilność finansowa i napięcia w systemie finansowym w środowisku ujemnych stóp procentowych Ł Kurowski, K Rogowicz FINANSE Czasopismo Komitetu Nauk o Finansach PAN, 195-206, 2017 | 1 | 2017 |
| Market-moving events and their role in portfolio optimization of generations X, Y, and Z M Iwanicz-Drozdowska, K Rogowicz, P Smaga International Journal of Management and Economics 59 (4), 371-397, 2023 | | 2023 |
| Negative Interest Rates and Financial Stability: Lessons in Systemic Risk K Rogowicz, M Iwanicz-Drozdowska Routledge, 2022 | | 2022 |
| Polityka ujemnych nominalnych stóp procentowych a ryzyko systemowe–wybrane aspekty K Rogowicz Bezpieczny Bank 88 (3), 7-34, 2022 | | 2022 |
| Konwergencja finansowa w krajach europejskich–wnioski dla polityki pieniężnej i makroostrożnościowej Ł Kurowski, K Rogowicz Studia Ekonomiczne, 57-77, 2018 | | 2018 |
Łukasz KurowskiWarsaw School of EconomicsVerified email at sgh.waw.pl
