Via Nazionale 91
Bank of Italy
Sovereign Risk, Machine Learning, forecasting, euro area, Google Trends, Text Mining, XGBOOST, Support Vector Machines, Neural Networks, Random Forests.
inflation-linked bonds, government yields, break-even inflation rate, expected inflation, inflation risk premium, term structure model
fair value accounting, level 2 instruments, level 3 instruments, non-performing loans, prudential regulation, panel data models
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