出版社：Publishing House of the University of Economics in Katowice
摘要：In the situation of financial crisis large numbers of central banks have started to ease monetary conditions. The National Bank of Poland,following central banks of biggest economies,started to offer unconventional methods to increase liquidity:foreign exchange swaps. The aim of the paper is twofold:to calculate the risk premium understood as a difference between an implied forward rate and a reference rate. The second is to show the sensitivity of the risk premium (a difference between) to market disturbances and than to monetary policy easing.
