Anna Marszal

Independent

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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 (401,307)

Abstract:

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