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The foreign currency mortgage loans in the Polish banking sector and its possible macroeconomic and political consequences
(Faculty of Economics and Sociology of the University of Lodz, 2016-08)
According to the Polish Banking Supervision (KNF) statistics , banking mortgage loans total 22.4% of the overall assets of the Polish banking credit portfolio as of January 2015 data. Around 15% of those loans might have ...
Sovereign spreads and financial market behavior before and during the crisis
(Faculty of Economics and Sociology of the University of Lodz, 2014)
This paper aims at shedding some light on the mechanisms of pricing the EMU countries’ sovereign bonds in financial markets. Employing the Augmented Mean Group (AMG) estimator, we find that major changes have occurred ...