Browsing All of EconStor by Author Pliszka, Kamil
Showing results 1 to 8 of 8
| Year of Publication | Title | Author(s) |
| 2015 | A macroeconomic reverse stress test | Grundke, Peter; Pliszka, Kamil |
| 2017 | Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve | Foos, Daniel; Lütkebohmert, Eva; Markovych, Mariia; Pliszka, Kamil |
| 2018 | The time-varying impact of systematic risk factors on corporate bond spreads | Klein, Arne C.; Pliszka, Kamil |
| 2018 | What are the real effects of financial market liquidity? Evidence on bank lending from the euro area | Dombret, Andreas R.; Foos, Daniel; Pliszka, Kamil; Schulz, Alexander |
| 2019 | Model and estimation risk in credit risk stress tests | Grundke, Peter; Pliszka, Kamil; Tuchscherer, Michael |
| 2021 | System-wide and banks' internal stress tests: Regulatory requirements and literature review | Pliszka, Kamil |
| 2022 | Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve | Foos, Daniel; Lütkebohmert, Eva; Markovych, Mariia; Pliszka, Kamil |
| 2025 | Do G-SIBs engage in window-dressing behavior? An empirical analysis | Pliszka, Kamil; Schlam, Carina |