Presentation and Testing of the Creeping Trend with Harmonic Weights Method in the Light of Sovereign CDS Prices
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Keywords
Credit Default Swap; forecast; creeping trend with harmonic weights; sovereign CDS;All these keywords.
JEL classification:
- B4 - Schools of Economic Thought and Methodology - - Economic Methodology
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
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