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Add nb/fred-credit-spreads.ipynb for Credit Profile

Serves also as a tutorial for use of MAD,
Median Absolute Deviation, in robustly rescaling
non-Gaussian time-series.

We consider mortgage and corporate credit spreads
to construct a robust Unified Credit Profile
to calibrate credit default risk in the context
of monetary policy.
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rsvp committed Dec 3, 2018
1 parent d9dea05 commit de7de92a965fabeffe1973dab90dbbc41ed9052a
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