CDS risk premia forecasting with multi-featured deep RNNs: An application on BR[I]CS countries

Published in Borsa Istanbul Review, 2023

Recommended citation: Yasin Kutuk, "CDS risk premia forecasting with multi-featured deep RNNs: An application on BR[I]CS countries." Borsa Istanbul Review, 2023. https://www.sciencedirect.com/science/article/pii/S221484502300131X