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Regular version of the site

Approaches to Aggregating Independent Credit Assessments and Replication of Aggregation Results Using Public Information

Priority areas of development: economics
2018
The project has been carried out as part of the HSE Program of Fundamental Studies.

Publications:


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.