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Modelling sovereign credit ratings: Neural networks versus ordered probit · Study

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ArticleModelling sovereign credit ratings: Neural networks versus ordered probit

Julia A. Bennell2005

Article2005

Modelling sovereign credit ratings: Neural networks versus ordered probit

Julia A. Bennell · Stephen H. Thomas · Owain ap Gwilym

114 citations·0/0 files stored·Expert Systems with Applications

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Credit Risk and Financial Regulations Forecasting Techniques and Applications Financial Distress and Bankruptcy Prediction

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References

1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 1992Managerial Applications of Neural Networks: The Case of Bank Failure Predictions 1983Quantitative Applications in the Social Sciences 1996Determinants and Impact of Sovereign Credit Ratings 1979Statistical Models of Bond Ratings: A Methodological Inquiry 1996Determinants and Impact of Sovereign Credit Ratings 2002Risk Management in Banking 1983The Assessment of Company Solvency and Performance Using a Statistical Model

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2010Municipal credit rating modelling by neural networks 2012Prediction of bank financial strength ratings: The case of Turkey 2017Subjectivity in Sovereign Credit Ratings 2016Modelling sovereign credit ratings: The accuracy of models in a heterogeneous sample 2011Sovereign Risk Ratings: Biased Toward Developed Countries?2008Heterogeneity of sovereign rating migrations in emerging countries

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Year2005

Typearticle

Published2005-11-17

VenueExpert Systems with Applications

ISSN-L0957-4174

Languageen

Citations114

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.1016/j.eswa.2005.10.002

openalex_workW2093886500

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