Alena Audzeyeva

Keele University - Keele Management School

Darwin Building

Staffordshire, ST5 5BG

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS

752

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (7)

1.

Forecasting Customer Behaviour in a Multi-Service Financial Organisation: A Profitability Perspective

International Journal of Forecasting, Vol. 28, No. 2, 507-518
Number of pages: 30 Posted: 25 Nov 2010 Last Revised: 04 Sep 2014
Keele University - Keele Management School, Leeds University Business School and University of Manchester - Department of Economics
Downloads 259 (121,652)

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Finance, Profitability Forecasting, Bootstrapping, Customer Lifetime Value, CLV Models, Customer Relationship Management

2.

Sovereign Rating Transitions and the Price of Default Risk in Emerging Markets

Swiss Finance Institute Research Paper No. 07-18
Number of pages: 37 Posted: 02 Jul 2007
Alena Audzeyeva and Klaus Reiner Schenk-Hoppé
Keele University - Keele Management School and University of Manchester - Department of Economics
Downloads 201 (155,880)
Citation 1

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Emerging markets, sovereign default, rating transitions, yield spreads, default premia

3.

The Role of Country, Regional and Global Market Risks in the Dynamics of Latin American Yield Spreads

Journal of International Financial Markets, Institutions and Money, Vol. 20, 404-402
Number of pages: 26 Posted: 09 Mar 2008 Last Revised: 04 Sep 2014
Alena Audzeyeva and Klaus Reiner Schenk-Hoppé
Keele University - Keele Management School and University of Manchester - Department of Economics
Downloads 116 (246,446)
Citation 1

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Emerging market debt, yield spreads, Eurobonds, market risks

4.

On the Predictability of Emerging Market Sovereign Credit Spreads

Journal of International Money and Finance, Forthcoming
Number of pages: 45 Posted: 23 Aug 2015 Last Revised: 04 Aug 2018
Alena Audzeyeva and Ana-Maria Fuertes
Keele University - Keele Management School and Cass Business School, City University of London
Downloads 103 (267,805)
Citation 1

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Sovereign credit spreads; Emerging Markets; Out-of-sample predictability; Term structure; Macroeconomic uncertainty

5.

The Price of Risk in Sovereign Latin-American Debt: A Term-Structure Perspective

Number of pages: 40 Posted: 18 Jan 2014
Alena Audzeyeva
Keele University - Keele Management School
Downloads 31 (476,925)

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Emerging market, Eurobonds, yield spread term-structure, sovereign risk, default risk, risk premium

6.

A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression

FEDS Working Paper No. 2019-074
Number of pages: 30 Posted: 23 Oct 2019 Last Revised: 24 Oct 2019
Gary Anderson and Alena Audzeyeva
Board of Governors of the Federal Reserve System and Keele University - Keele Management School
Downloads 25 (508,453)

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Support vector machine regressions, Out-of-sample predictability, Soverign cedit spreads, Machine learning, Emerging markets, Model confidence set

7.

Forecasting U.K. Yield Curve Dynamics Using Macroeconomic and Asset Pricing Factors: A No-Arbitrage Approach

Number of pages: 42 Posted: 02 Jun 2019
Keele University - Keele Management School, affiliation not provided to SSRN and Goodwin International
Downloads 17 (556,174)

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Yield curve, Affine Gaussian term structure model, Macroeconomic factors, Asset pricing, No-arbitrage restrictions, Forecasting