Last updated : 2024-03-27
Time : 14:36:38

MODELE 1 (MACRO)

Column

COINTEGRATION ANALYSIS

MEAN REVERSION

Column

FORECASTS : SURVEY PROFESSIONAL FORECASTERS (Fed)

PROBABILITY OF LOSS (1 YEAR)

MODELE 2 (MACRO & TCI)

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COINTEGRATION ANALYSIS

MEAN REVERSION

MODELE 3 (MACRO & MPU)

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COINTEGRATION ANALYSIS

MEAN REVERSION

MODELE 4 (MACRO & EPU)

Column

COINTEGRATION ANALYSIS

MEAN REVERSION

MODELE 5 (MACRO & GPR)

Column

COINTEGRATION ANALYSIS

MEAN REVERSION