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The predictive accuracy of Sukuk ratings; Multinomial Logistic and Neural Network inferences
16 references·8 citing·42 second hop
The predictive accuracy of Sukuk ratings; Multinomial Logistic and Neural Network inferences (2015)The predictive accuracy of Sukuk ratings;…Handbook of Fixed‐Income Securities (2016)Handbook of Fixed‐Income Secu…Feature selection in corporate credit rating prediction (2013)Feature selection in corporat…Macroeconomic Dynamics and Credit Risk: A Global Perspective (2006)Macroeconomic Dynamics and Cr…Bankruptcy Prediction with Industry Effects (2004)Bankruptcy Prediction with In…Credit rating analysis with support vector machines and neural networks: a market comparative study (2003)Credit rating analysis with s…Combining Bond Rating Forecasts Using Logit (2001)Combining Bond Rating Forecas…Stability of rating transitions (2000)Stability of rating transitio…Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) (1994)Corporate distress diagnosis:…Recognizing Financial Distress Patterns Using a Neural Network Tool (1993)Recognizing Financial Distres…Neural Networks: A New Tool for Predicting Thrift Failures* (1992)Neural Networks: A New Tool f…Bond rating: A non-conservative application of neural networks (1988)Bond rating: A non-conservati…Statistical Models of Bond Ratings: A Methodological Inquiry (1979)Statistical Models of Bond Ra…A MULTIVARIATE ANALYSIS OF INDUSTRIAL BOND RATINGS (1973)A MULTIVARIATE ANALYSIS OF IN…An Alternative Approach to Predicting Corporate Bond Ratings (1970)An Alternative Approach to Pr…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…The Determination of Long-Term Credit Standing with Financial Ratios (1966)The Determination of Long-Ter…Forecasting corporate credit ratings using big data from social media (2022)Forecasting corporate credit …A comprehensive empirical and theoretical literature survey of Islamic bonds (sukuk) (2021)A comprehensive empirical and…Sukuk and Bond Puzzle: An Analysis with Characteristics Matched Portfolios (2020)Sukuk and Bond Puzzle: An Ana…Developing financial disclosure quality in sukuk and bond market: Evidence from Indonesia, Malaysia, and Australia (2019)Developing financial disclosu…Identifying the determinants of Malaysian corporateSukukrating (2018)Identifying the determinants …The effects of board attributes on Sukuk rating (2017)The effects of board attribut…Exploring international economic integration through sukuk market connectivity: A network perspective (2017)Exploring international econo…A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets (2017)A tripartite inquiry into vol…Limited-dependent and qualitative variables in econometrics (1983)How effective are neural networks at forecasting and prediction? A review and evaluation (1998)A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems (2010)Ensemble boosted trees with synthetic features generation in application to bankruptcy prediction (2016)Financial Ratios As Predictors of Failure (1966)Comparison of Bayesian and regression approaches to the study of information processing in judgment (1971)Linear models in decision making. (1974)Determinants and Impact of Sovereign Credit Ratings (1996)The Long‐Run Stock Returns Following Bond Ratings Changes (2001)Does Corporate Social Responsibility (CSR) Improve Credit Ratings? Evidence from Geographic Identification (2013)Applied factor analysis (1970)An Empirical Analysis of Useful Financial Ratios (1981)The Analysis and Use of Financial Ratios: A Review Article (1987)Handbook of social psychology (2004)Policy Uncertainty and Corporate Credit Spreads (2017)ZETATM analysis A new model to identify bankruptcy risk of corporations (1977)Neural network credit scoring models (2000)The effects of government ownership on bank lending (2003)Bankruptcy prediction in banks and firms via statistical and intelligent techniques – A review (2006)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)International Business Cycles and the ERM: Is There a European Business Cycle? (1997)Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks (1998)A Discriminant Analysis of Predictors of Business Failure (1972)Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)Bankruptcy prediction using support vector machine with optimal choice of kernel function parameters (2005)Credit scoring with a data mining approach based on support vector machines (2006)Consumer credit-risk models via machine-learning algorithms (2010)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Macroeconomics and Reality (1980)Market conditions, default risk and credit spreads (2009)Non-Performing Loans: What Matters in Addition to the Economic Cycle? (2013)Key Determinants of Non-performing Loans: New Evidence from a Global Sample (2015)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Forecasting Default with the Merton Distance to Default Model (2008)Environmental Externalities and Cost of Capital (2014)Financial Distress Prediction in an International Context: A Review and Empirical Analysis of Altman's Z‐ Score Model (2016)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)Analyzing rating transitions and rating drift with continuous observations (2002)Ratings migration and the business cycle, with application to credit portfolio stress testing (2002)How rating agencies achieve rating stability (2004)
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References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1994Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)1,059 cited
  • 2003Credit rating analysis with support vector machines and neural networks: a market comparative study1,017 cited
  • 2004Bankruptcy Prediction with Industry Effects810 cited
  • 1979Statistical Models of Bond Ratings: A Methodological Inquiry651 cited
  • 2000Stability of rating transitions562 cited
  • 1992Neural Networks: A New Tool for Predicting Thrift Failures*533 cited
  • 1993Recognizing Financial Distress Patterns Using a Neural Network Tool470 cited
  • 1973A MULTIVARIATE ANALYSIS OF INDUSTRIAL BOND RATINGS413 cited
  • 2006Macroeconomic Dynamics and Credit Risk: A Global Perspective408 cited
  • 1966The Determination of Long-Term Credit Standing with Financial Ratios407 cited
  • 2016Handbook of Fixed‐Income Securities407 cited
  • 1988Bond rating: A non-conservative application of neural networks268 cited
  • 1970An Alternative Approach to Predicting Corporate Bond Ratings203 cited
  • 2013Feature selection in corporate credit rating prediction

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124 cited
  • 2001Combining Bond Rating Forecasts Using Logit108 cited
  • Cited by

    • 2019Developing financial disclosure quality in sukuk and bond market: Evidence from Indonesia, Malaysia, and Australia36 cited
    • 2018Identifying the determinants of Malaysian corporateSukukrating34 cited
    • 2017A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets34 cited
    • 2022Forecasting corporate credit ratings using big data from social media33 cited
    • 2021A comprehensive empirical and theoretical literature survey of Islamic bonds (sukuk)29 cited
    • 2020Sukuk and Bond Puzzle: An Analysis with Characteristics Matched Portfolios25 cited
    • 2017The effects of board attributes on Sukuk rating21 cited
    • 2017Exploring international economic integration through sukuk market connectivity: A network perspective20 cited