 | Improving the Short-term Forecast of World Trade During the Covid-19 Pandemic Using Swift Data on Letters of Credit Author/Editor: Benjamin Carton, Nan Hu, Joannes Mongardini, Kei Moriya, Aneta Radzikowski. Release Date:November, 2020 An essential element of the work of the Fund is to monitor and forecast international trade. This paper uses SWIFT messages on letters of credit, together with crude oil prices and new export orders more...
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 | Completing the Market: Generating Shadow CDS Spreads by Machine Learning Author/Editor: Nan Hu, Jian Li, Alexis Meyer-Cirkel. Release Date:December, 2019 We compared the predictive performance of a series of machine learning and traditional methods for monthly CDS spreads, using firms’ accounting-based, market-based and macroeconomics variables for more...
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