2024
DOI: 10.1142/s2424786324430023
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Corporate bond default prediction using bilateral topic information of credit rating reports

Wang Lu,
Bo Chen,
Cuiqing Jiang
et al.

Abstract: The default of corporate bonds can result in large financial losses as well as irreparable harm to investors’ trust and the economy as a whole, which implies that the identification of corporate bond default must be done promptly and properly. Current studies mainly rely on accounting and/or macroeconomic data and use the credit rank (CR) to disclose the credit status of corporate bonds in the default prediction task. However, the textual data of credit rating reports (CRRs) contain richer and more comprehensi… Show more

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