Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises (Q829159)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises |
scientific article |
Statements
Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises (English)
0 references
5 May 2021
0 references
risk management
0 references
net interest rate income
0 references
modeling interest rates
0 references
cointegration
0 references
artificial neural networks
0 references
