Interest Rate Forecasting with Neural Networks
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References listed on IDEAS
- Hull, John & White, Alan, 1990. "Pricing Interest-Rate-Derivative Securities," Review of Financial Studies, Society for Financial Studies, vol. 3(4), pages 573-592.
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KeywordsExpectations hypothesis; neural networks; forecasting; interest rate; Macroeconomic policy; Talouspolitiikka; Taxation and Social Transfers; Julkisen talouden rahoitus ja tulonsiirrot; C450 - Neural Networks and Related Topics; E430 - Determination of Interest Rates; Term Structure of Interest Rates;
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