Credit Risk Research

Review and Agenda

Stephen Zamore, Kwame Ohene Djan, Ilan Alon, Bersant Hobdari

Publikation: Bidrag til tidsskriftReviewForskningpeer review

Resumé

This article provides a comprehensive review of scholarly research on credit risk measurement during the last 57 years applying bibliometric citation analysis and elaborates an agenda for future research. The bibliography is compiled using the Institute for Scientific Information (ISI) Web of Science (WOS) database and includes all articles with citations over the period 1960–2016. Specifically, the review is carried out using 1695 articles across 72 countries published in 442 journals by 2928 authors. The findings suggest that credit risk research is multifaceted and can be classified into six streams: (1) defaultable security pricing, (2) default intensity modeling, (3) comparative analysis of credit models, (4) comparative analysis of credit markets, (5) credit default swap (CDS) pricing, and (6) loan loss provisions. The article contributes through synthesizing and identifying existing as well as emerging research streams
OriginalsprogEngelsk
TidsskriftEmerging Markets Finance & Trade
Vol/bind54
Udgave nummer4
Sider (fra-til)811-835
Antal sider25
ISSN1540-496X
DOI
StatusUdgivet - 2018

Emneord

  • Bibliography
  • Bibliometric citation
  • Co-citation
  • Credit risk
  • Historiographic mapping

Citer dette

Zamore, Stephen ; Ohene Djan, Kwame ; Alon, Ilan ; Hobdari, Bersant. / Credit Risk Research : Review and Agenda. I: Emerging Markets Finance & Trade. 2018 ; Bind 54, Nr. 4. s. 811-835.
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Credit Risk Research : Review and Agenda. / Zamore, Stephen; Ohene Djan, Kwame; Alon, Ilan; Hobdari, Bersant.

I: Emerging Markets Finance & Trade, Bind 54, Nr. 4, 2018, s. 811-835.

Publikation: Bidrag til tidsskriftReviewForskningpeer review

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