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Título : Multivariate analysis of credit risk and bankruptcy research data: a bibliometric study involving different knowledge fields (1968–2014)
Autor: Prado, José Willer do
Alcântara, Valderí de Castro
Carvalho, Francisval de Melo
Vieira, Kelly Carvalho
Machado, Luiz Kennedy Cruz
Tonelli, Dany Flávio
Palavras-chave: Bankruptcy
Credit risk
Multivariate data analysis
Risco de crédito
Análise de dados multivariada
Publicador: Springer
Data da publicação: Mar-2016
Referência: PRADO, J. W. do et al. Multivariate analysis of credit risk and bankruptcy research data: a bibliometric study involving different knowledge fields (1968–2014). Scientometrics, Amsterdam, v. 106, n. 3, p. 1007-1029, Mar. 2016.
Abstract: Bibliometrics are important evaluation tools to the scientific production. A bibliometric study was used to evaluate researches about credit risk and bankruptcy. Credit support technique studies on economic and social orders are relevant in this knowledge field. Therefore, the aim of the current study is to identify and describe the application of multivariate data analysis techniques to credit risk and bankruptcy scenarios. The herein presented data were collected in publications indexed to Thomson Reuters’ Web of Science database between 1968 and 2014. The results corroborate information in the literature and in previous bibliometric reviews, as well as highlight other indications regarding the construction and development of research fields. Since the 1990’s, the neural networks became relevant due to their increased use as study object in publications. However, both the discriminant analysis (J Finance 23(4):589–609, 1968. doi:10.2307/2978933) and the logistic regression (J Account Res 18(1):109–131, 1980. doi:10.2307/2490395) are still often used in researches, fact that shows the tendency to find articles using more than one technique or hybrid models, artificial intelligence techniques and complex computer systems. This field appears to be multidisciplinary in journals and Web Science databases involving the business and economy, operational research, management, mathematics, data processing, engineering and statistics fields. Another relevant discovery was the increased number of publications about this subject launched right after the 2008 crisis.
Idioma: en_US
Aparece nas coleções:DAE - Artigos publicados em periódicos

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