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Information-Based Pricing in Specialized Lending

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资源简介:
Replication code with pseudo-data for "Information-Based Pricing in Specialized Lending" by Kristian Blickle, Zhiguo He, Jing Huang, and Cecilia Parlatore. The data used in the paper is not publicly available. The code is provided with randomly generated data with the same structure as the original.
提供机构:
New York University Stern School of Business; Texas A&M University Mays Business School; Stanford University; Federal Reserve Bank New York
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