CDS Risk Premia Forecasting with Multi-Featured Deep Rnns : An Application on Br[I]Cs Countries
Year of publication: |
2023
|
---|---|
Authors: | Kutuk, Yasin |
Publisher: |
[S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Kreditderivat | Credit derivative | Wirtschaftsprognose | Economic forecast | EU-Staaten | EU countries | Länderrisiko | Country risk | Kreditrisiko | Credit risk |
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