Access Statistics for Victor Lapshin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Nonparametric Method For Term Structure Fitting With Automatic Smoothing 0 1 1 10 0 1 6 21
A joint non-parametric approach to the decomposition of bond yields and CDS spreads: application of Eurozone market data 0 0 0 8 0 0 6 65
CHOOSING THE WEIGHTING COEFFICIENTS FOR ESTIMATING THE TERM STRUCTURE FROM SOVEREIGN BONDS 0 0 0 7 0 5 37 52
STUDYING THE REPLICABILITY OF AGGREGATE EXTERNAL CREDIT ASSESSMENTS USING PUBLIC INFORMATION 0 0 0 13 1 1 5 11
Study of Consistency of Bond and CDS Quotes 0 0 0 1 0 0 6 64
Total Working Papers 0 1 1 39 1 7 60 213


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A nonparametric method for term structure fitting with automatic smoothing 0 0 0 0 0 1 2 3
Parametric Immunization of Interest Rate Risk via Term Structure Models 2 3 6 9 3 5 27 36
Total Journal Articles 2 3 6 9 3 6 29 39


Statistics updated 2020-09-04