Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises
Crossref DOI link: https://doi.org/10.1007/s10479-020-03762-x
Published Online: 2020-08-17
Published Print: 2021-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Stege, Nikolas http://orcid.org/0000-0002-7278-8672
Wegener, Christoph http://orcid.org/0000-0002-9508-7131
Basse, Tobias
Kunze, Frederik
Text and Data Mining valid from 2020-08-17
Version of Record valid from 2020-08-17
Article History
First Online: 17 August 2020