“Dataset for Master’s Thesis: The impact of market conditions and issuer characteristics on the default of corporate bonds in the Russian market“

Description

The dataset was constructed using several Russian data sources. Bond- and issuer-level information was obtained from the Cbonds database and SPARK. Trading data were collected from the Moscow Exchange. Macroeconomic and financial indicators were taken from the Bank of Russia and Rosstat.

Institutions

• Lomonosov Moscow State University

  Moscow, Moscow

Categories

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