Completing the market : generating shadow CDS spreads by machine learning
Year of publication: |
2019
|
---|---|
Authors: | Hu, Nan ; Li, Jian ; Meyer Cirkel, Alexis |
Publisher: |
[Washington, DC] : International Monetary Fund |
Subject: | Credit default swaps | Prediction | Machine Learning methods |
Extent: | 1 Online-Ressource (circa 38 Seiten) Illustrationen |
---|---|
Series: | IMF working papers. - Washington, DC : IMF, ZDB-ID 2108494-4. - Vol. WP/19, 292 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
ISBN: | 978-1-5135-2408-5 |
Other identifiers: | 10.5089/9781513524085.001 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Chasing Balance and Other Recommendations for Improving Nonparametric Propensity Score Models
Griffin, Beth Ann, (2017)
-
Nowcasting consumer price inflation using high-frequency scanner data: Evidence from Germany
Beck, Günter W., (2024)
-
Escobar-Sierra, Manuela, (2020)
- More ...
-
Completing the Market : Generating Shadow CDS Spreads by Machine Learning
Hu, Nan, (2020)
-
Former Yugoslav Republic of Macedonia : selected issues paper
Meyer Cirkel, Alexis, (2013)
-
Global financial transmission into Sub-Saharan Africa : a global vector autoregression analysis
Canales Kriljenko, Jorge Iván, (2014)
- More ...