Are financial ratios relevant for trading credit risk? Evidence from the CDS market.
George ChalamandarisNikos E. VlachogiannakisPublished in: Ann. Oper. Res. (2018)
Keyphrases
- credit risk
- financial data
- financial ratios
- stock exchange
- bankruptcy prediction
- financial statements
- financial information
- listed companies
- stock market
- credit risk evaluation
- stock price
- financial crisis
- commercial banks
- financial markets
- evaluation method
- credit scoring
- machine learning
- credit card
- risk analysis
- knowledge discovery
- electronic commerce
- long term