Konrad Kostrzewa

NBP

United States

SCHOLARLY PAPERS

2

DOWNLOADS

104

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.
Downloads 93 (307,518)
Citation 1

Pricing Sovereign Credit Risk of an Emerging Market

ECB Working Paper No. 1924
Number of pages: 31 Posted: 29 Jun 2016
European Central Bank (ECB), NBP, Independent and National Bank of Poland
Downloads 61 (401,562)

Abstract:

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sovereign credit risk, CDS spreads, probability of default, loss given default, Poland

Pricing Sovereign Credit Risk of an Emerging Market

Number of pages: 32 Posted: 19 Aug 2015
European Central Bank (ECB), NBP, National Bank of Poland and National Bank of Poland
Downloads 32 (525,213)
Citation 1

Abstract:

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sovereign credit risk, CDS spreads, probability of default, loss given default

Pricing Sovereign Credit Risk of an Emerging Market

ECB Working Paper No. 1924
Posted: 08 Jul 2016
European Central Bank (ECB), NBP, National Bank of Poland and National Bank of Poland

Abstract:

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sovereign credit risk, CDS spreads, probability of default, loss given default, Poland

2.

Prudential Measures in Dealing with Capital Flows – Case of Poland

NBP Working Paper No. 244
Number of pages: 38 Posted: 22 Sep 2016
Milena Kabza and Konrad Kostrzewa
National Bank of Poland and NBP
Downloads 11 (645,275)

Abstract:

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foreign currency-related measures, currency-based measures, currency