메뉴 건너뛰기




Volumn 29, Issue 3, 2012, Pages 632-640

Prediction of bank financial strength ratings: The case of Turkey

Author keywords

Bank financial strength rating; Data mining technique; Financial and operational ratios; Multivariate statistical model; Rating agencies; Rating prediction

Indexed keywords


EID: 84858744806     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2012.01.010     Document Type: Article
Times cited : (41)

References (29)
  • 1
    • 0002697274 scopus 로고
    • Industrial bond ratings: a new look
    • Belkaoui Ahmed Industrial bond ratings: a new look. Financial Management 1980, 9:44-51.
    • (1980) Financial Management , vol.9 , pp. 44-51
    • Belkaoui, A.1
  • 3
    • 84859101969 scopus 로고    scopus 로고
    • Türk Bankacilik Sektöründe Finansal Güç Derecelerinin Tahmininde Yapay Sinir Aǧlari ve Çok Deǧişkenli Istatistiksel Analiz Tekniklerinin Per
    • (published in Turkish)
    • Boyacioǧlu Melek Acar, Kara Y. Türk Bankacilik Sektöründe Finansal Güç Derecelerinin Tahmininde Yapay Sinir Aǧlari ve Çok Deǧişkenli Istatistiksel Analiz Tekniklerinin Performanslarinin Karşilaştirilmasi. Dokuz Eylül Üniversitesi Iktisadi ve Idari Bilimler Fakültesi Dergisi 2007, 22:197-217. (published in Turkish).
    • (2007) Dokuz Eylül Üniversitesi Iktisadi ve Idari Bilimler Fakültesi Dergisi , vol.22 , pp. 197-217
    • Boyacioǧlu, M.A.1    Kara, Y.2
  • 4
    • 27144489164 scopus 로고    scopus 로고
    • A tutorial on support vector machines for pattern recognition
    • Burges C.J.C. A tutorial on support vector machines for pattern recognition. Data Mining and Knowledge Discovery 1998, 2:121-167.
    • (1998) Data Mining and Knowledge Discovery , vol.2 , pp. 121-167
    • Burges, C.J.C.1
  • 7
    • 23144466471 scopus 로고    scopus 로고
    • Developing and testing models for replicating credit ratings: a multicriteria approach
    • Doumpos Michael, Pasiouras F. Developing and testing models for replicating credit ratings: a multicriteria approach. Computational Economics 2005, 25:327-341.
    • (2005) Computational Economics , vol.25 , pp. 327-341
    • Doumpos, M.1    Pasiouras, F.2
  • 9
    • 0000299413 scopus 로고
    • Determinants of risk premiums on corporate bonds
    • Fisher Lawrence Determinants of risk premiums on corporate bonds. Journal of Political Economy 1959, 67:217-237.
    • (1959) Journal of Political Economy , vol.67 , pp. 217-237
    • Fisher, L.1
  • 10
    • 84987592556 scopus 로고
    • Predicting industrial bond ratings with a probit model and funds flow components
    • Gentry James A., Whitford D.T., Newbold P. Predicting industrial bond ratings with a probit model and funds flow components. The Financial Review 1988, 23:269-286.
    • (1988) The Financial Review , vol.23 , pp. 269-286
    • Gentry, J.A.1    Whitford, D.T.2    Newbold, P.3
  • 11
    • 0002498298 scopus 로고
    • The determination of long-term credit standing with financial ratios
    • Horrigan James O. The determination of long-term credit standing with financial ratios. Journal of Accounting Research 1966, 4:44-62.
    • (1966) Journal of Accounting Research , vol.4 , pp. 44-62
    • Horrigan, J.O.1
  • 13
    • 2442665617 scopus 로고    scopus 로고
    • Credit rating analysis with support vector machines and neural networks: a market comparative study
    • Huang Zan, Chen H., Hsu C., Chen W., Wu S. Credit rating analysis with support vector machines and neural networks: a market comparative study. Decision Support Systems 2004, 37:543-558.
    • (2004) Decision Support Systems , vol.37 , pp. 543-558
    • Huang, Z.1    Chen, H.2    Hsu, C.3    Chen, W.4    Wu, S.5
  • 14
    • 0037822222 scopus 로고    scopus 로고
    • Asymptotic behaviors of support vector machines with Gaussian kernel
    • Keerthi S.S., Lin C.-J. Asymptotic behaviors of support vector machines with Gaussian kernel. Neural Computation 2003, 15:1667-1689.
    • (2003) Neural Computation , vol.15 , pp. 1667-1689
    • Keerthi, S.S.1    Lin, C.-J.2
  • 15
    • 16244399834 scopus 로고    scopus 로고
    • Predicting bond ratings using publicly available information
    • Kim Kee S. Predicting bond ratings using publicly available information. Expert Systems with Applications 2005, 29:75-81.
    • (2005) Expert Systems with Applications , vol.29 , pp. 75-81
    • Kim, K.S.1
  • 16
    • 84992933570 scopus 로고    scopus 로고
    • Artifical neural network vs linear discriminant analysis in credit ratings forecast: a comparative study of prediction performances
    • Kumar Kuldeep, Bhattacharya S. Artifical neural network vs linear discriminant analysis in credit ratings forecast: a comparative study of prediction performances. Review of Accounting and Finance 2006, 5:216-227.
    • (2006) Review of Accounting and Finance , vol.5 , pp. 216-227
    • Kumar, K.1    Bhattacharya, S.2
  • 20
    • 0009048052 scopus 로고
    • A multiple discriminant analysis of BHC commercial paper ratings
    • Peavy John V., Edgar S.M. A multiple discriminant analysis of BHC commercial paper ratings. Journal of Banking and Finance 1983, 7:161-173.
    • (1983) Journal of Banking and Finance , vol.7 , pp. 161-173
    • Peavy, J.V.1    Edgar, S.M.2
  • 21
    • 84978599791 scopus 로고
    • An expanded commercial paper rating scale: classification of industrial issuers
    • Peavy John V., Edgar S.M. An expanded commercial paper rating scale: classification of industrial issuers. Journal of Business Finance and Accounting 1984, 11:397-407.
    • (1984) Journal of Business Finance and Accounting , vol.11 , pp. 397-407
    • Peavy, J.V.1    Edgar, S.M.2
  • 22
    • 84944831208 scopus 로고
    • A multivariate anaysis of industrial bond ratings
    • Piches George A., Mingo K.A. A multivariate anaysis of industrial bond ratings. Journal of Finance 1973, 28:1-18.
    • (1973) Journal of Finance , vol.28 , pp. 1-18
    • Piches, G.A.1    Mingo, K.A.2
  • 23
    • 84944837983 scopus 로고
    • A note on the role of subordination in determining industrial bond ratings
    • Piches George A., Mingo K.A. A note on the role of subordination in determining industrial bond ratings. Journal of Finance 1975, 30:201-206.
    • (1975) Journal of Finance , vol.30 , pp. 201-206
    • Piches, G.A.1    Mingo, K.A.2
  • 27
    • 0025206332 scopus 로고
    • Probabilistic neural networks
    • Specht D. Probabilistic neural networks. Neural Networks 1990, 3:109-118.
    • (1990) Neural Networks , vol.3 , pp. 109-118
    • Specht, D.1
  • 29
    • 0001247152 scopus 로고
    • An alternative approach to predicting corporate bond ratings
    • West Richard R. An alternative approach to predicting corporate bond ratings. Journal of Accounting Research 1970, 8:118-125.
    • (1970) Journal of Accounting Research , vol.8 , pp. 118-125
    • West, R.R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.