Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Riskcalc for Private Companies: Moody's Default Model

16 references·16 citing·29 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

1992The Cross-Section of Expected Stock Returns17,251 cited
1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
1982Judgment under Uncertainty8,238 cited
1973Theory of Rational Option Pricing8,060 cited
1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
2005Theory of rational option pricing7,161 cited
1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
1981The relationship between return and market value of common stocks5,928 cited
1966Financial Ratios As Predictors of Failure4,753 cited
1984Methodological Issues Related to the Estimation of Financial Distress Prediction Models2,889 cited
2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
1979The robust beauty of improper linear models in decision making.1,969 cited
1974Linear models in decision making.1,878 cited
1977ZETATM analysis A new model to identify bankruptcy risk of corporations1,812 cited
1972A Discriminant Analysis of Predictors of Business Failure1,168 cited
1998

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Is the Risk of Bankruptcy a Systematic Risk?

1,002 cited

Cited by

2006The impact of bank regulations, supervision, market structure, and bank characteristics on individual bank ratings: A cross-country analysis160 cited
2006Correlated Default Risk133 cited
2002The Association between Auditor Choice, Ownership Retained, and Earnings Disclosure by Firms Making Initial Public Offerings116 cited
2003Issues in the credit risk modeling of retail markets113 cited
2016Forecasting Credit Portfolio Risk106 cited
2013The performance of insolvency prediction and credit risk models in the UK: a comparative study105 cited
2018On corporate financial distress prediction: What can we learn from private firms in a developing economy? Evidence from Greece75 cited
2001Time will tell: behavioural scoring and the dynamics of consumer credit assessment74 cited
2010Bankruptcy prediction in Norway: a comparison study57 cited
2004A hybrid genetic model for the prediction of corporate failure52 cited
2005Predicting Bankruptcy with Support Vector Machines46 cited
2019Predicting private company failure: A multi-class analysis44 cited
2001Impact of Correlated Default Risk on Credit Portfolios36 cited
2014On Corporate Financial Distress Prediction: What Can We Learn from Private Firms in a Small Open Economy?34 cited
2013The art of probability-of-default curve calibration31 cited
2014The Impact of Debt-Equity Reporting Classifications on the Firm's Decision to Issue Hybrid Securities30 cited