Marat Kurbangaleev

National Research University Higher School of Economics (Moscow)

Myasnitskaya street, 20

Moscow, Moscow 119017

Russia

  • National Research University Higher School of Economics (Moscow)

SCHOLARLY PAPERS

3

DOWNLOADS

127

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

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1.

A Joint Non-Parametric Approach to the Decomposition of Bond Yields and CDS Spreads: Application of Eurozone Market Data

Higher School of Economics Research Paper No. WP BPR 13/FE/2012
Number of pages: 20 Posted: 18 Mar 2013
Victor Lapshin and Marat Kurbangaleev
National Research University Higher School of Economics (Moscow) and National Research University Higher School of Economics (Moscow)
Downloads 58 (658,660)

Abstract:

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term structure, interest rates, credit risk, default intensity, liquidity premium, bond, credit default swap, risk premium

2.

Studying the Replicability of Aggregate External Credit Assessments Using Public Information

Higher School of Economics Research Paper No. WP BRP 71/FE/2018
Number of pages: 43 Posted: 28 Dec 2018
Marat Kurbangaleev, Victor Lapshin and Zinaida Seleznyova
National Research University Higher School of Economics (Moscow), National Research University Higher School of Economics (Moscow) and National Research University Higher School of Economics (Moscow)
Downloads 35 (808,787)

Abstract:

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credit rating agency, credit ratings, rating aggregation, consensus ordering, logit model

3.

Study of Consistency of Bond and CDS Quotes

Higher School of Economics Research Paper No. WP BRP 43/FE/2015
Number of pages: 23 Posted: 02 Apr 2015
Marat Kurbangaleev, Victor Lapshin and Sergey Smirnov
National Research University Higher School of Economics (Moscow), National Research University Higher School of Economics (Moscow) and National Research University Higher School of Economics (Moscow)
Downloads 34 (816,807)

Abstract:

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feasibility band, data consistency, risk-free interest rates, term structure of credit spreads, sovereign default risk, euro zone, defaultable bond, credit default swa