Disentangling the Information Content of Government Bonds and Credit Default Swaps: An Empirical Analysis on Sovereigns and Banks.
Michele L. BianchiMarco RoccoPublished in: Frontiers Appl. Math. Stat. (2016)
Keyphrases
- information content
- commercial banks
- e government
- credit scoring
- mutual information
- government agencies
- credit card
- information technology
- united states
- credit risk
- digital government
- semantic similarity
- normal form
- risk analysis
- risk management
- machine learning
- databases
- information sharing
- object oriented
- fraud detection
- pattern recognition
- policy makers
- similarity measure
- computer vision