aleja Niepodleglosci 162
PL-Warsaw, 02-554
Poland
00-919 Warsaw
Warsaw School of Economics (SGH)
National Bank of Poland
SSRN RANKINGS
in Total Papers Citations
sovereign credit risk, CDS spreads, probability of default, loss given default, Poland
sovereign credit risk, CDS spreads, probability of default, loss given default
household credit, life cycle economies, banking sector
vector autoregression, Cholesky decomposition, combined impulse response
sovereign credit risk, CDS spreads, euro area, probability of default, loss given default
sovereign credit risk, CDS spreads, euro area, probability of default
informed trading, liquidity trading, feedback trading, return autocorrelation, trading volume, financial spillovers, contagion
credit risk, time to default, value at risk, conditional ETD
Institutional Investors, Stock Market Returns, Pension Funds, Capital Flows
liquidity shocks, international transmission, parent banks, affiliate banks, Poland
credit boom, threshold regression, dynamic panel
Household credit, Life-cycle economies, Banking sector