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 0 0 10 0 0 2 27
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 1 72
CHOOSING THE WEIGHTING COEFFICIENTS FOR ESTIMATING THE TERM STRUCTURE FROM SOVEREIGN BONDS 0 0 0 7 0 0 2 68
Immunizing a Marked-to-Model Obligation with Marked-to-Market Financial Instruments 0 0 5 5 0 0 4 4
STUDYING THE REPLICABILITY OF AGGREGATE EXTERNAL CREDIT ASSESSMENTS USING PUBLIC INFORMATION 0 0 0 13 0 0 1 19
Study of Consistency of Bond and CDS Quotes 0 0 0 2 0 0 5 80
Total Working Papers 0 0 5 45 0 0 15 270


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Nonparametric Approach to Bond Portfolio Immunization 0 0 0 0 0 0 0 0
A nonparametric Bayesian approach to term structure fitting 0 0 1 4 0 0 3 8
A nonparametric method for term structure fitting with automatic smoothing 0 0 0 0 0 0 4 9
Choosing the weighting coefficients for estimating the term structure from sovereign bonds 0 0 0 1 0 0 1 8
Model-free nonparametric bounds for zero-coupon interest rates in bond markets without the no arbitrage principle 0 0 0 0 0 0 3 3
Modelling tail dependencies between Russian and foreign stock markets: Application for market risk valuation 0 1 19 55 2 7 50 222
Parametric Immunization of Interest Rate Risk via Term Structure Models 0 0 1 14 1 2 6 53
Yield Curve Estimation in Illiquid Bond Markets 0 3 7 12 0 6 24 45
Total Journal Articles 0 4 28 86 3 15 91 348


Statistics updated 2022-11-05