Forecasting sovereign risk perception of Brazilian bonds : an evaluation of machine learning prediction accuracy
Diego Silveira Pacheco de Oliveira and Gabriel Caldas Montes
| Year of publication: |
2023
|
|---|---|
| Authors: | Oliveira, Diego Silveira Pacheco de ; Montes, Gabriel Caldas |
| Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 18.2023, 10, p. 3414-3436
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| Subject: | Sovereign rating | Machine learning | Bond rating prediction | Credit rating agencies | Länderrisiko | Country risk | Kreditwürdigkeit | Credit rating | Prognoseverfahren | Forecasting model | Ratingagentur | Rating agency | Brasilien | Brazil | Künstliche Intelligenz | Artificial intelligence | Öffentliche Anleihe | Public bond | Anleihe | Bond | Kreditrisiko | Credit risk | Prognose | Forecast | Finanzanalyse | Financial analysis | Risikoprämie | Risk premium |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJOEM-01-2021-0106 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014452323