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Modelling market implied ratings using LASSO variable selection techniques. (2018). Sermpinis, Georgios ; Zhang, Ping ; Tsoukas, Serafeim.
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:48:y:2018:i:c:p:19-35.

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Cited: 17

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  1. Signals influencing corporate credit ratings—a systematic literature review. (2023). Chauhan, Ajay Kumar ; Vij, Madhu ; Kaur, Jaspreet.
    In: DECISION: Official Journal of the Indian Institute of Management Calcutta.
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  2. Sparse regression modeling for short- and long?term natural gas demand prediction. (2023). Ozmen, Aye.
    In: Annals of Operations Research.
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  3. Improving automotive garage operations by categorical forecasts using a large number of variables. (2023). Naim, Mohamed M ; di Cairano-Gilfedder, Carla ; Liu, Ying ; Syntetos, Aris A ; Wang, Shixuan.
    In: European Journal of Operational Research.
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  4. A novel two-stage hybrid default prediction model with k-means clustering and support vector domain description. (2022). Yin, Hailei ; Zhou, Ying ; Chi, Guotai ; Yuan, Kunpeng.
    In: Research in International Business and Finance.
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  5. Determinants of corporate cash holdings: An application of a robust variable selection technique. (2022). Movaghari, Hadi ; Elyasiani, Elyas.
    In: International Review of Economics & Finance.
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  6. A corporate credit rating model with autoregressive errors. (2022). Hornik, Kurt ; Vana, Laura ; Hirk, Rainer.
    In: Journal of Empirical Finance.
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  7. Using LASSO-family models to estimate the impact of monetary policy on corporate investments. (2022). Caraiani, Petre.
    In: Economics Letters.
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  8. UK Vice Chancellor compensation: Do they get what they deserve?. (2022). Zhang, Hanxiong ; Urquhart, Andrew ; Lucey, Brian.
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  9. A data-driven explainable case-based reasoning approach for financial risk detection. (2021). Sermpinis, Georgios ; Paraschiv, Florentina ; Li, Wei.
    In: IRTG 1792 Discussion Papers.
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  10. A Meta Path based SME Credit Risk Measuring Method. (2021). Zhang, Zuoquan ; Ma, Yue ; Du, Marui.
    In: Papers.
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  11. A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection. (2021). Sermpinis, Georgios ; Paraschiv, Florentina ; Li, Wei.
    In: Papers.
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  12. Catching Gazelles with a Lasso: Big data techniques for the prediction of high-growth firms. (2020). Srhoj, Stjepan ; Coad, Alex.
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  13. Using a Text Mining Approach to Hear Voices of Customers from Social Media toward the Fast-Food Restaurant Industry. (2020). Chen, Long-Sheng ; Riantama, Dalianus.
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  14. Reliable factors of Capital structure: Stability selection approach. (2020). Movaghari, Hadi ; Sohrabi, Narges.
    In: The Quarterly Review of Economics and Finance.
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  15. A multi-granularity heterogeneous combination approach to crude oil price forecasting. (2020). Zhou, Hao ; Wang, Jue ; Li, Xiang ; Hong, Tao.
    In: Energy Economics.
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  16. Asset mispricing in peer-to-peer loan secondary markets. (2020). Talavera, Oleksandr ; Pham, Tho ; Caglayan, Mustafa ; Xiong, Xiong.
    In: Journal of Corporate Finance.
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  17. What influences a banks decision to go public?. (2019). Tsoukas, Serafeim ; Sermpinis, Georgios ; Zhang, Ping.
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    In: MNB Occasional Papers.
    RePEc:mnb:opaper:2007/67.

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  42. An Assessment of Basel II Procyclicality in Mortgage Portfolios. (2007). Trucharte, Carlos ; Saurina, Jesús.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:32:y:2007:i:1:p:81-101.

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  43. The adjustment of credit ratings in advance of defaults. (2007). Guttler, Andre ; Wahrenburg, Mark.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:3:p:751-767.

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  44. Ratings-based credit risk modelling: An empirical analysis. (2007). Varotto, Simone ; Perraudin, William ; Nickell, Pamela.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:16:y:2007:i:5:p:434-451.

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  45. An assessment of Basel II procyclicality in mortgage portfolios. (2007). Trucharte, Carlos ; Saurina, Jesús.
    In: Working Papers.
    RePEc:bde:wpaper:0712.

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  46. Banks regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks. (2005). Wedow, Michael ; Stolz, Stephanie.
    In: Discussion Paper Series 2: Banking and Financial Studies.
    RePEc:zbw:bubdp2:4262.

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  47. Global Business Cycles and Credit Risk. (2005). Schuermann, Til ; Pesaran, M ; Treutler, Bjorn-Jakob .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11493.

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  48. Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities. (2005). Torricelli, Costanza ; Pederzoli, Chiara.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:12:p:3121-3140.

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  49. Global Business Cycles and Credit Risk. (2005). Schuermann, Til ; Pesaran, M ; Treutler, Bjorn-Jakob .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1548.

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  50. The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification. (2005). Schuermann, Til ; Pesaran, M ; Treutler, Bjorn-Jakob .
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0529.

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