Tag: Bond
RNN-based distortion models improved CAT bond pricing
Catastrophe bond pricing framework combining distortion operator theory with recurrent neural networks, capturing discontinuous repricing and tail-risk compensation.
Liquidity-trap spillovers differ sharply across asset-supply shocks
Examine how asset market shocks transmit across borders differently in liquidity traps versus normal times, using a heterogeneous-agent framework with financial frictions.
