Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises
Work
Year: 2020
Type: article
Source: Annals of Operations Research
Cites: 40
Cited by: 2
Related to: 10
FWCI: 0.218
Citation percentile (by year/subfield): 63.72
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: closed