Fitting and Forecasting Sovereign Defaults using Multiple Risk Signals-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Fitting and Forecasting Sovereign Defaults using Multiple Risk Signals

Published:2013-11-27 Issue:1 Volume:77 Page:66-92
ISSN:0305-9049
Container-title:Oxford Bulletin of Economics and Statistics
language:en
Short-container-title:Oxf Bull Econ Stat

Author:

Savona Roberto¹,Vezzoli Marika²

Affiliation:

1. Department of Economics and Management; University of Brescia; c/da S. Chiara 50 25122 Brescia Italy

2. Department of Molecular and Translational Medicine; University of Brescia; Viale Europa 11 25123 Brescia Italy

Funder

European Commission Directorate-General for Research and Innovation

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/obes.12052/fullpdf

Reference42 articles.

1. Quasi real time early warning indicators for costly asset price boom/bust cycles: a role for global liquidity;Alessi;European Journal of Political Economy,2011

2. The area above the ordinal dominance graph and the area below the receiver operating characteristic graph;Bamber;Journal of Mathematical Psychology,1975

3. Random forests;Breiman;Machine Learning,2001

4. Catão , L. Sutton , B. 2002 Sovereign Defaults: the Role of Volatility

5. Does openness to trade make countries more vulnerable to sudden stops, or less? Using gravity to establish causality;Cavallo;Journal of International Money and Finance,2008

Cited by 48 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Do sanctions trigger financial crises?;Finance Research Letters;2024-06

2. A Further Examination of Sovereign Domestic and External Debt Defaults;2024

3. Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach;Journal of International Economics;2023-11

4. Development of a Predictive Intellectual Model for Predicting the Financial Crisis in Banks;2023 2nd International Conference on Applied Artificial Intelligence and Computing (ICAAIC);2023-05-04

5. Business model contributions to bank profit performance: A machine learning approach;Research in International Business and Finance;2023-01

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3