Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises (Q829159)
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scientific article; zbMATH DE number 7344531
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| English | Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises |
scientific article; zbMATH DE number 7344531 |
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Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises (English)
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5 May 2021
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risk management
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net interest rate income
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modeling interest rates
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cointegration
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artificial neural networks
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0.6429197192192078
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0.6316627860069275
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0.629671573638916
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0.6245176792144775
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0.6241454482078552
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