An empirical evaluation of the performance of binary classifiers in the prediction of credit ratings changes

Author:

Jones Stewart,Johnstone David,Wilson Roy

Funder

Australian Research Council

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference55 articles.

1. Bankruptcy, Credit risk, and High Yield Junk Bonds;Altman,2002

2. How rating agencies achieve rating stability;Altman;Journal of Banking & Finance,2004

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4. Corporate distress diagnosis: comparisons using linear discriminant analysis and neural networks (the Italian experience);Altman;Journal of Banking & Finance,1994

5. Are credit ratings procyclical?;Amato;Journal of Banking & Finance,2004

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