Global patterns and extreme events in sovereign risk premia: A fuzzy vs deep learning comparative
Investment in foreign countries has become more common nowadays and this implies that there may be risks inherent to these investments, being the sovereign risk premium the measure of such risk. Many studies have examined the behaviour of the sovereign risk premium, nevertheless, there are limitatio...
| Autores: | , , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2024 |
| País: | España |
| Institución: | Universidad de Barcelona |
| Repositorio: | Dipòsit Digital de la UB |
| OAI Identifier: | oai:diposit.ub.edu:2445/221619 |
| Acceso en línea: | https://hdl.handle.net/2445/221619 |
| Access Level: | acceso abierto |
| Palabra clave: | Lògica difusa Risc (Assegurances) Primes (Assegurances) Fuzzy logic Risk (Insurance) Insurance premiums |
| Sumario: | Investment in foreign countries has become more common nowadays and this implies that there may be risks inherent to these investments, being the sovereign risk premium the measure of such risk. Many studies have examined the behaviour of the sovereign risk premium, nevertheless, there are limitations to the current models and the literature calls for further investigation of the issue as behavioural factors are necessary to analyse the investor’s risk perception. |
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