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Innowacyjność i konkurencyjność międzynarodowa : nowe wyzwania dla przedsiębiorstw i państwa
Janowska, Anna Anetta (ed.); Malik, Radosław (ed.);  … - Szkoła Główna Handlowa w Warszawie - 2017 - Wydanie 1
Persistent link: https://www.econbiz.de/10011729569
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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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Banking crisis and nonlinear linkages between credit and output
Serwa, Dobromił - In: Applied economics 44 (2012) 7/9, pp. 1025-1040
Persistent link: https://www.econbiz.de/10009569334
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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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Empirical evidence on financial spillovers and contagion to international stock markets
Serwa, Dobromił (contributor) - 2007
Persistent link: https://www.econbiz.de/10003476598
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The elusive nature of motives to trade : evidence from international stock markets
Ge̜bka, Bartosz; Serwa, Dobromił - In: International review of financial analysis 39 (2015), pp. 147-157
Persistent link: https://www.econbiz.de/10011573159
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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