Keele, ST5 5AA
United Kingdom
Keele University - Keele Business School
Finance, Profitability Forecasting, Bootstrapping, Customer Lifetime Value, CLV Models, Customer Relationship Management
Emerging markets, sovereign default, rating transitions, yield spreads, default premia
Sovereign credit spreads; Emerging Markets; Out-of-sample predictability; Term structure; Macroeconomic uncertainty
Emerging market debt, yield spreads, Eurobonds, market risks
Support vector machine regressions, Out-of-sample predictability, Soverign cedit spreads, Machine learning, Emerging markets, Model confidence set
Emerging market, Eurobonds, yield spread term-structure, sovereign risk, default risk, risk premium
Yield curve, Affine Gaussian term structure model, Macroeconomic factors, Asset pricing, No-arbitrage restrictions, Forecasting
Support Vector Regression, Kernel parameters, Forecasting, Model Confidence Set, Emerging market credit spreads. JEL Classifications: G17
