On multiple-class prediction of issuer credit ratings

Applied Stochastic Models in Business and Industry

Volumn 25, Issue 5, 2009, Pages 535-550

  Hwang, Ruey Ching ^a   Cheng, K F ^b   Lee, Cheng Few ^c,d  

^a NATIONAL DONG HWA UNIVERSITY   (Taiwan)

^b CHINA MEDICAL UNIVERSITY   (Taiwan)

^c Newark and New Brunswick   (United States)

^d NATIONAL CHIAO TUNG UNIVERSITY   (Taiwan)

Author keywords

Industry effect; Issuer credit rating; Market driven variable; Optimal cutoff value; Ordered probit model; Selection bias

Indexed keywords

CLASS PREDICTION; CREDIT RATINGS; CUT-OFF VALUE; EMPIRICAL STUDIES; ERROR RATE; INDUSTRY EFFECTS; ORDERED PROBIT MODEL; PREDICTION ACCURACY;

COMMERCE; RATING;

OPTIMIZATION;

EID: 70450207995     PISSN: 15241904     EISSN: 15264025     Source Type: Journal    
DOI: 10.1002/asmb.735     Document Type: Article

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