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Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads

Bedowska-Sojka, Barbara - 2017

In the article we examine what determines the Polish sovereign Credit Default Swap dynamics. We consider not only measures of changes of the economic situation of the country, but also the impact of the international data. We find that the dynamics of the Polish sCDSs is very vulnerable to the...

Persistent link: https://www.econbiz.de/10012942386

The Relation between Sovereign Credit Default Swap Premium and Banking Sector Risk in Poland

Gatarek, Lukasz T. - 2016

We investigate causality between returns on sovereign CDSs and bank equities for Poland between 2004 and 2014 to provide evidence on contagion between sovereign and banking sector risk pricing. We find some evidence of contagion from Polish sovereign CDS returns to bank equity returns during the...

Persistent link: https://www.econbiz.de/10012987307

Assessment of the credit risk of Poland based on sovereign credit default swap spreads during the Covid-19 pandemic

Czech, Maria - In: Ekonomia i prawo 20 (2021) 3, pp. 497-511

Persistent link: https://www.econbiz.de/10012876160

Risk transmission between sovereign credit default swaps and government bonds during the global financial crisis : the case of the Czech Republic, Hungary and Poland

Będowska-Sójka, Barbara; Kliber, Agata - In: Central European journal of economic modelling and … 11 (2019) 3, pp. 153-173

Persistent link: https://www.econbiz.de/10012294594

The impact of sovereign credit ratings on the issuance of government bonds in Central and Eastern Europe

Stancu, Ion; Minescu, Ana-Maria - In: Theoretical and applied economics : GAER review 18 (2011) 6, pp. 5-26

Persistent link: https://www.econbiz.de/10009580313

Non-Synchronous Trading and Testing for Market Integration in Central European Emerging Markets

Zalewska, Anna (Ania) - 2007

operating in the Czech Republic, Hungary, and Poland with the stock markets of Germany, UK and US in the period 1994-2004 is …

Persistent link: https://www.econbiz.de/10012732052

Büttner, David; Hayo, Bernd - 2008

We analyse the impact of news on five financial markets in the Czech Republic, Hungary and Poland using a newly … strongest impact on financial markets in Hungary, while political news has the largest influence in both Hungary and Poland …. -- Financial markets ; Czech Republic ; Hungary ; Poland ; political news ; macroeconomic shocks ; European Monetary Union …

Persistent link: https://www.econbiz.de/10003865756

The impact of foreign macroeconomic news on financial markets in the Czech Republic, Hungary, and Poland

Büttner, David; Hayo, Bernd; Neuenkirch, Matthias - 2009

, Hungary, and Poland (CEEC-3) from 1999 to 2006. Using a GARCH model, we examine the impact on daily returns of three … confirms our main results. -- Financial Markets ; Czech Republic ; Hungary ; Poland ; Macroeconomic News ; European Monetary …

Persistent link: https://www.econbiz.de/10003849424

News and correlations of CEEC-3 financial markets

Büttner, David; Hayo, Bernd - 2009

, the highest correlations exist between Hungary and Poland in foreign exchange and stock markets. Short-term money markets … suggests adominance of country- or market-specific circumstances. -- Financial markets ; Czech Republic ; Hungary ; Poland …

Persistent link: https://www.econbiz.de/10003908157

Consumption as a factor of Polish economic growth during the global recession of 2008/2009 : a comparison with Spain and Hungary

Jasiński, Tomasz; Mielcarz, Paweł - In: Contemporary economics 7 (2013) 2, pp. 5-16

. The study compared Spain, Hungary and Poland from 2007 to 2009 to find differences specific to the latter. The most …

Persistent link: https://www.econbiz.de/10009770301

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