Sovereign credit ratings, market volatility, and financial gains.
António AfonsoPedro GomesAbderrahim TaamoutiPublished in: Comput. Stat. Data Anal. (2014)
Keyphrases
- stock price
- financial markets
- stock market
- financial institutions
- stock returns
- financial crisis
- financial data
- cash flow
- credit risk
- chinese stock market
- foreign exchange
- exchange rate
- stock exchange
- non stationary
- stock index futures
- listed companies
- collaborative filtering
- risk management
- stock trading
- garch model
- historical data
- credit card
- risk evaluation
- credit scoring
- portfolio selection
- short term
- investment strategies
- portfolio optimization
- early warning
- financial time series
- fraud detection
- trading strategies
- risk analysis
- stock data
- news articles
- long term
- real option
- developed countries
- online reviews
- individual level
- game theory
- trading systems
- social semantic desktop