Spatial dependence in credit risk and its improvement in credit scoring

Author:

Fernandes Guilherme BarretoORCID,Artes Rinaldo

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference50 articles.

1. Thy neighbor’s mortgage: Does living in a subprime neighborhood affect one’s probability of default?;Agarwal;Journal of Real Estate Economics, American Real Estate and Urban Economics Association,2012

2. Distance and private information in lending;Agarwal;The Review of Financial Studies,2010

3. Predicting financial distress of companies: revisiting the z-score and zeta models;Altman;Working Paper Stern School of Business,2000

4. BACEN, B. C. d. B. (2011). Edital de audiência pública no. 37. https://www3.bcb.gov.br/audpub/edital/ExibeEdital.jsp?edt=50 (last accessed 13 January 2014).

5. Credit contagion in a network of firms with spatial interaction;Barro;European journal of Operational Research,2010

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