The Impact of the World Financial Crisis on the Polish Interbank Market: A Swap Spread Approach
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More about this item
Keywordscredit risk; interest rates; multidimensional parametric models; semiparametric models; swap spread;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
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