Approaches to Aggregating Independent Credit Assessments and Replication of Aggregation Results Using Public Information
Priority areas of development: economics
Department: Financial Engineering & Risk Management Lab
The project has been carried out as part of the HSE Program of Fundamental Studies.
Lapshin V. A., Sofia Sokhatskaya. Choosing the Weighting Coefficients for Estimating the Term Structure from Sovereign Bonds / NRU Higher School of Economics. Series FE "Financial Economics". 2018. No. WP BRP 73/FE/2018.