The Polish Term Structure Versus Its Core Market Counterparts – A Comparative Analysis

Marcin Stamirowski
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Marcin Stamirowski: Warsaw School of Economics, Poland

Chapter 8 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2007, vol. 5, pp 119-131 from University of Lodz

Abstract: Chapter 8 written by M. Stamirowski is about examining, within the framework of the Svensson model, the impact of the core markets (US and EU) on interest rate term structure in Poland. Except for narrowing the long-run interest rate gap (after accessing the EU) no more conclusions have been formulated.

Keywords: Interest rate term structure; Comparative analysis; Svensson model (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:ann:findec:book:y:2007:n:05:ch:08:mon

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