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Zmienność komponentu upadłościowego marży wskutek zachwiania stabilności finansowej

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  • Paweł Niedziółka

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  • Paweł Niedziółka, 2009. "Zmienność komponentu upadłościowego marży wskutek zachwiania stabilności finansowej," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 9, pages 67-86.
    • Handle: RePEc:sgh:gosnar:y:2009:i:9:p:67-86
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    References listed on IDEAS

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    1. Stuart Turnbull & Jun Yang, 2004. "Modelling the Evolution of Credit Spreads in the United States," Staff Working Papers 04-45, Bank of Canada.
    2. Norden, Lars & Wagner, Wolf, 2008. "Credit derivatives and loan pricing," Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2560-2569, December.
    3. Hayne E. Leland, 1998. "Agency Costs, Risk Management, and Capital Structure," Journal of Finance, American Finance Association, vol. 53(4), pages 1213-1243, August.
    4. Merton, Robert C, 1974. "On the Pricing of Corporate Debt: The Risk Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 29(2), pages 449-470, May.
    5. Van Landschoot, Astrid, 2004. "Determinants of euro term structure of credit spreads," Working Paper Series 397, European Central Bank.
    6. Astrid Van Landschoot, 2004. "The Determinants of Credit Spreads," Financial Stability Review, National Bank of Belgium, vol. 2(1), pages 135-155, June.
    7. Astrid Van Landschoot, 2004. "Determinants of Euro Term Structure of Credit Spreads," Working Paper Research 57, National Bank of Belgium.
    8. Chunsheng Zhou, 1997. "A jump-diffusion approach to modeling credit risk and valuing defaultable securities," Finance and Economics Discussion Series 1997-15, Board of Governors of the Federal Reserve System (U.S.).
    9. Anderson, Ronald W. & Sundaresan, Suresh & Tychon, Pierre, 1996. "Strategic analysis of contingent claims," European Economic Review, Elsevier, vol. 40(3-5), pages 871-881, April.
    10. Norden, L. & Wagner, W.B., 2007. "Credit Derivatives and Loan Pricing," Other publications TiSEM eb6693d1-7ce6-485f-80cb-5, Tilburg University, School of Economics and Management.
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