Anatomy of a Sovereign Debt Crisis : Machine Learning, Real-time Macro Fundamentals, and CDS Spreads
Year of publication: |
2020
|
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Authors: | Lucia, Alessi |
Other Persons: | Balduzzi, Pierluigi (contributor) ; Savona, Roberto (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Kreditderivat | Credit derivative | Öffentliche Schulden | Public debt | Länderrisiko | Country risk | Künstliche Intelligenz | Artificial intelligence | Eurozone | Euro area | Schuldenkrise | Debt crisis | Prognoseverfahren | Forecasting model | Finanzkrise | Financial crisis |
Extent: | 1 Online-Ressource (60 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 4, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3548727 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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