A vicious circle of the benchmark reform
P Mielus - Bezpieczny Bank, 2017 - cejsh.icm.edu.pl
Financial market indices play an important role for the economy. They determine an amount
of flows from financial contracts (loans, bonds, derivative transactions) and indicate an …
of flows from financial contracts (loans, bonds, derivative transactions) and indicate an …
On the trade-offs in money market benchmarks' stabilisation
M Dec - 2018 - cor.sgh.waw.pl
We propose a theoretical stochastic set-up for a panel of contributors to a volume weighted
raw money market index, which is the main contribution of this research.'The hypothetical …
raw money market index, which is the main contribution of this research.'The hypothetical …
Stochastic Experiments in Stabilisation of Money Market Benchmarks
M Dec - Bezpieczny Bank, 2018 - cejsh.icm.edu.pl
W artykule zaproponowano nowe podejście do badania wskaźników referencyjnych rynku
pieniężnego w postaci modelu stochastycznego opisującego dynamikę panelu banków …
pieniężnego w postaci modelu stochastycznego opisującego dynamikę panelu banków …