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Details about Kamil Pliszka

Workplace:Deutsche Bundesbank (German Federal Bank), (more information at EDIRC)

Access statistics for papers by Kamil Pliszka.

Last updated 2019-10-28. Update your information in the RePEc Author Service.

Short-id: ppl112


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Working Papers

2019

  1. Model and estimation risk in credit risk stress tests
    Discussion Papers, Deutsche Bundesbank Downloads

2018

  1. The time-varying impact of systematic risk factors on corporate bond spreads
    Discussion Papers, Deutsche Bundesbank Downloads View citations (2)
  2. What are the real effects of financial market liquidity? Evidence on bank lending from the euro area
    Discussion Papers, Deutsche Bundesbank Downloads
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2019)

2017

  1. Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve
    Discussion Papers, Deutsche Bundesbank Downloads

2015

  1. A macroeconomic reverse stress test
    Discussion Papers, Deutsche Bundesbank Downloads View citations (2)
    See also Journal Article in Review of Quantitative Finance and Accounting (2018)

Journal Articles

2019

  1. What are the real effects of financial market liquidity? Evidence on bank lending from the euro area
    Journal of International Financial Markets, Institutions and Money, 2019, 62, (C), 152-183 Downloads
    See also Working Paper (2018)

2018

  1. A macroeconomic reverse stress test
    Review of Quantitative Finance and Accounting, 2018, 50, (4), 1093-1130 Downloads View citations (1)
    See also Working Paper (2015)
 
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