CART analysis of qualitative variables to improve credit rating processes
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Cited by:
- Ben Hassine, Hela, 2015. "Financial Crises Management By The IMF : Was External And Public Debt Sustainable ?," MPRA Paper 75466, University Library of Munich, Germany.
- Ben Hassine Khalladi, hela, 2015. "Financial Crisis Management in Emerging Countries: Optimal Level of International Reserves and Ex Ante Conditions for an International Lender of Last Resort Intervention," MPRA Paper 96151, University Library of Munich, Germany.
- Hela Ben hassine khalladi, 2017. "Financial crises management by the International Monetary Fund: Was external and public debt sustainable ?," Economics Bulletin, AccessEcon, vol. 37(1), pages 118-136.
- Francesco Campanella, 2014. "Assess the Rating of SMEs by using Classification And Regression Trees (CART) with Qualitative Variables," Review of Economics & Finance, Better Advances Press, Canada, vol. 4, pages 16-32, August.
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Keywords
credit risk; qualitative models; rating; regression tree;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
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