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  • Search: subject:"independent component analysis (ICA)"
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Year of publication
Subject
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independent component analysis (ICA) 2 Country risk 1 Credit derivative 1 Credit risk 1 Debt crisis 1 EU countries 1 EU-Staaten 1 Euro area 1 Eurozone 1 Eurozone sovereign debt crisis 1 Greece 1 Griechenland 1 Italien 1 Italy 1 Kreditderivat 1 Kreditrisiko 1 Länderrisiko 1 Public bond 1 Public debt 1 R-Estimation 1 Risikoprämie 1 Risk premium 1 Robustness 1 Schuldenkrise 1 Spain 1 Spanien 1 Yield curve 1 Zinsstruktur 1 credit default swap (CDS) 1 local asymptotic normality (LAN) 1 ranks 1 redenomination risk 1 Öffentliche Anleihe 1 Öffentliche Schulden 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
All
Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1 Undetermined 1
Author
All
Fabozzi, Frank J. 1 Giacometti, Rosella 1 Hallin, Marc 1 Mehta, Chintan 1 Tsuchida, Naoshi 1
Institution
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European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 1
Published in...
All
IMES discussion paper series / Englische Ausgabe 1 Working Papers ECARES 1
Source
All
ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
Cover Image
The ICA-based factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.; Giacometti, Rosella; Tsuchida, Naoshi - 2015
Persistent link: https://www.econbiz.de/10011375946
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Cover Image
R-Estimation for Asymmetric Independent Component Analysis
Hallin, Marc; Mehta, Chintan - European Centre for Advanced Research in Economics and … - 2013
Persistent link: https://www.econbiz.de/10010826320
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