The implied forward rate as an indicator of disturbances in Polish interbank market

MaRDI QIDQ5152673zbMATH OpenFDO

Authors Ewa Dziwok

Publication date 24 September 2021

zbMATH Keywords

market expectationsparsimonious modelsyield curve estimation

Mathematics Subject Classification ID

Semilinear parabolic equations with Laplacian, bi-Laplacian or poly-Laplacian (35K91)

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(1)

• Funding shortages, expectations, and forward rate risk premium

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