Paris
France
Sovereign Risk, Machine Learning, forecasting, euro area, Google Trends, Text Mining, XGBOOST, Support Vector Machines, Neural Networks, Random Forests.
CDS, spillover, sovereign debt, systemic risk, SVAR, identification by heteroskedasticity
Out-of-Sample Return Predictability; Efficient Market Hypothesis; Conditional Beta Pricing Model; Alpha Predictability
Factor Model; Equity Markets; Macroeconomic Forecasting
