A Non Parametric Study of the Volatility of the Economy as a Country Risk Predictor

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dc.creatorCostanzo, Sabatino
dc.creatorTrigo, Loren
dc.creatorDominguez, Ramses
dc.creatorMoreno, William
dc.date2007-08-26
dc.date.accessioned2026-07-07T08:25:45Z
dc.date.available2026-07-07T08:25:45Z
dc.descriptionThis paper intends to explain Venezuela's country spread behavior through the Neural Networks analysis of a monthly economic activity general index of economic indicators constructed by the Central Bank of Venezuela, a measure of the shocks affecting country risk of emerging markets and the U.S. short term interest rate. The use of non parametric methods allowed the finding of non linear relationship between these inputs and the country risk. The networks performance was evaluated using the method of excess predictability.
dc.identifierhttps://arxiv.org/abs/0708.3464
dc.identifierhttp://arxiv.org/abs/0708.3464
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/136726
dc.subjectComputational Engineering, Finance, and Science
dc.subjectNeural and Evolutionary Computing
dc.titleA Non Parametric Study of the Volatility of the Economy as a Country Risk Predictor
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