Anna Marszal (Mospan)

National Bank of Poland

00-919 Warsaw

Poland

Lodz University of Technology

PhD Student

Zeromskiego 116

Lodz, 90-924

Poland

SCHOLARLY PAPERS

2

DOWNLOADS

41

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.
Downloads 33 (305,995)
Citation 1

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 33 (520,461)
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.

Stationarity and Persistence of the Term Premia in the Polish Money Market

NBP Working Paper No. 227
Number of pages: 34 Posted: 11 Mar 2016
Michal Markun and Anna Marszal (Mospan)
National Bank of Poland and National Bank of Poland
Downloads 8 (667,787)

Abstract:

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short-term interest rate, expectations, term premium, persistence, surveys