2007/08/26 by Sabatino Costanzo, Loren Trigo, Costanzo, Sabatino +5
Computer Science · Economics, Econometrics and Finance · #Computational Engineering #FOS: Computer and information sciences #Finance #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Monetary Policy and Economic Impact #Neural and Evolutionary Computing (cs.NE) #and Science (cs.CE) #cs.CE #cs.NE
paper · pdf · doi:10.48550/arxiv.0708.3464
arxiv created 2007/08/26 · openalex publication_date 2007/08/26 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
This 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.