Details

Title

The Impact of the World Financial Crisis on the Polish Interbank Market: A Swap Spread Approach

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2012

Numer

No 4

Authors

Keywords

credit risk ; interest rates ; multidimensional parametric models ; semiparametric models ; swap spread

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

269-288

Publisher

Oddział PAN w Łodzi

Date

31.12.2012

Type

Artykuły / Articles

Identifier

ISSN - 2080-0886, ISSN online - 2080-119X

DOI

10.24425/cejeme.2012.119287

×