Forecasting Turkey’s Credit Ratings with Multivariate Grey Model and Grey Relational Analysis

Author:

Karaaslan Abdulkerim,Özden Kürşat Özgür

Publisher

Springer Science and Business Media LLC

Subject

Economics, Econometrics and Finance (miscellaneous),Economics and Econometrics,Development,Business and International Management

Reference23 articles.

1. Afonso, A. 2002. Understanding the determinants of government debt ratings: evidence for the two leading agencies. Department of Economics and Research Center on the Portuguese Economy (CISEP) Working paper, 2002/2.

2. Afonso, A., P.M. Gomes, and P. Rother. 2009. Ordered response models for sovereign debt ratings. Applied Economic Letters 16:769–773.

3. Alexe, S., P.L. Hammer, A. Kogan, and M.A. Lejeune. 2003. A non-recursive regression model for country risk rating. Report: RUTCOR—Rutgers University Research. 9.

4. Balıkçıoğlu, E. 2013. Ülkelerin finansal açıdan kredi notlarını etkileyen faktörler ve kurallı maliye politikasının etkisi: 2000 sonrası dönem Türkiye’de uygulanan maliye politikalarının kredi notları üzerindeki etkisinin karşılaştırmalı analizi. Doctoral Thesis, Ankara University Institute of Social Sciences.

5. Bozic, V., and C. Magazzino. 2013. Credit rating agencies: the importance of fundamentals in the assessment of sovereign ratings. Economic Analysis & Policy 43(2): 157–176.

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