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Do emerging financial markets react to monetary policy announcements? : Evidence from Poland
Serwa, Dobromił - 2004
Persistent link: https://www.econbiz.de/10002087694
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Financial contagion : empirical evidence on emerging European capital markets
Serwa, Dobromił; Bohl, Martin T. - 2003
Persistent link: https://www.econbiz.de/10001762994
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Financial contagion vulnerability and resistance : a comparison of European stock markets
Serwa, Dobromił; Bohl, Martin T. - In: Economic systems 29 (2005) 3, pp. 344-362
Persistent link: https://www.econbiz.de/10003098369
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Intra- and inter-regional spillovers between emerging capital markets around the world
Ge̜bka, Bartosz; Serwa, Dobromił - 2003
Persistent link: https://www.econbiz.de/10001916034
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Intra- and inter-regional spillovers between emerging capital markets around the world
Ge̜bka, Bartosz; Serwa, Dobromił - In: Research in international business and finance 21 (2007) 2, pp. 203-221
Persistent link: https://www.econbiz.de/10003478859
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Do emerging financial markets react to monetary policy announcements? : Evidence from Poland
Serwa, Dobromił - In: Applied financial economics 16 (2006) 7, pp. 513-523
Persistent link: https://www.econbiz.de/10003320401
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Pricing sovereign credit risk of an emerging market
Camba-Méndez, Gonzalo; Kostrzewa, Konrad; Marszal, Anna; … - 2016
Persistent link: https://www.econbiz.de/10011618591
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Pricing Sovereign Credit Risk of an Emerging Market
Camba-Méndez, Gonzalo - 2015
We analyze the market assessment of sovereign credit risk in an emerging market using a reduced-form model to price the credit default swap (CDS) spreads thus enabling us to derive values for the probability of default (PD) and loss given default (LGD) from the quotes of sovereign CDS contracts....
Persistent link: https://www.econbiz.de/10013017360
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Pricing Sovereign Credit Risk of an Emerging Market
Camba-Méndez, Gonzalo - 2016
We analyze the market assessment of sovereign credit risk in an emerging market using a reduced-form model to price the credit default swap (CDS) spreads thus enabling us to derive values for the probability of default (PD) and loss given default (LGD) from the quotes of sovereign CDS contracts....
Persistent link: https://www.econbiz.de/10012987488
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Pricing Sovereign Credit Risk of an Emerging Market
Camba-Méndez, Gonzalo - 2016
We analyze the market assessment of sovereign credit risk in an emerging market using a reduced-form model to price the credit default swap (CDS) spreads thus enabling us to derive values for the probability of default (PD) and loss given default (LGD) from the quotes of sovereign CDS contracts....
Persistent link: https://www.econbiz.de/10012987870