Abad, P., & Robles, M.D. (2014). Credit rating agencies and idiosyncratic risk: is there a linkage? Evidence from the Spanish Market. International Review of Economics and Finance, 33, 152-171.
Afonso, A. (2003). Understanding the determinant of sovereign debt rating: Evidence for two leading agencies. Journal of Economics and Finance, 27, 56-74.
Afonso, A. (2010). Long-term government bond yields and economic forecasts: evidence for the EU. Applied Economic Letter, 15, 1437–1441.
Allen, L., & Saunders, A. (2003), A survey of cyclical effects in credit risk measurement models, Technical Report, BIS Working Paper 126.
Amira, K. (2004). Determinants of sovereign Eurobonds yield spreads. Journal of Business Finance & Accounting, 31, 795–821.
Baldacci, E., & Kumar, M. (2010). Fiscal deficits, public debt and sovereign debt yields, International Monetary Fund Working Paper 184.
Ballı, S. & Korukoğlu, S. (2014). Development of a fuzzy decision support framework for complex multi-attribute decision problems: A case study for the selection of skilful basketball players. Expert Systems, 31, 56–69. doi: 10.1111/exsy.12002.
Chen, S-Y., & Lu, C-C. (2015). Assessing the competitiveness of insurance corporations using fuzzy correlation analysis and improved fuzzy modified TOPSIS. Expert Systems, 32, 392–404. doi: 10.1111/exsy.12099.
Cifter, A., Yilmazer, S., & Cifer E. (2009). Analysis of sectorial credit default cycle dependency with wavelet networks: Evidence from Turkey. Economic Modelling, 26, 1382-1388.
Eyssella, T., Fungb, H., & Zhanga, G. (2013). Determinants and price discovery of China sovereign credit default swaps. China Economic Review, 24, 1-15.
Figlewski, S., Frydman, H., & Liang, W. (2012). Modeling the effect of macroeconomic factors on corporate default and credit rating transitions. International Review of Economics and Finance, 21, 87-105.
Fleming, W.H., & Stein, J.L. (2004). Stochastic optimal control, international finance and debt. Journal of Banking & Finance, 28, 979-996.
Gonzalez J., & Hinojosa, I. (2010). Estimation of conditional time-homogeneous credit quality transition matrices. Economic Modelling, 27, 89-96.
Hammer, P.L., Kogan, A., & Legeune, M.A. (2007). Reverse-engineering banks’ financial strength pattern using logical analysis of data. Rutcor Research Report (RRR 10-2007).
Hirth S. (2014). Credit rating dynamics and competition. Journal of Banking & Finance, 49, 100-112.
Hischer, J., & Nosbusch, Y. (2010). Determinants of sovereign risk: macroeconomic fundamentals and the pricing of sovereign debt. Review of Finance, 14, 235–262.
Hu, M., Kiesel, R., & Perraudin, W. (2002). The estimation of transition matrices for sovereign credit rating. Journal of Banking & Finance, 26, 1383-1406.
Izadikhah, M., & Farzipoor Saen, R. (2015). A new data envelopment analysis method for ranking decision making units: an application in industrial parks, Expert Systems, doi: 10.1111/exsy.12112.
Koopman, S.J., & Lucas, A. (2005). Business and default cycles for credit risk. Journal of Applied Econometrics, 20, 311–323.
Kovács, G., Marian, M., & Vizvári, B. (2002). Viability results in control of one-dimensional discrete time dynamical systems defined by a multi-function. Pure Mathematics and Applications, 13(1-2), 185-195.
Lei, A.C.H., Yick, M.H.Y., & Lam, K.S.K. (2014). The effects of tax convexity on default and investment decisions. Applied Economics, 46, 1267-1278.
Maltritz, D., & Molchanov A. (2014). Country risk credit determinants with model uncertainty. International Review of Economics and Finance, 29, 224-234.
Mirzaei, N., & Vizvari, B. (2011). Reconstruction of World Bank’s classification of countries. African Journal of Business Management, 32, 12577-12585.
Moreira, C., Calado, P., & Martins, B. (2015). Learning to rank academic experts in the DBLP dataset. Expert Systems, 32, 477–493. doi: 10.1111/exsy.12062.
Nickell, P., Perraudin, W., & Varotto, S. (2000). Stability of rating transitions. Journal of Banking and Finance, 24, 203–227.
Özatay, F., Özmen, E., & Şahinbeyoğlu, G. (2009). Emerging market sovereign spreads, global financial conditions and U.S. macroeconomic news. Economic Modeling, 26, 526-531.
Pantelous, A.A. (2008). Dynamic risk management of the lending rate policy of an interacted portfolio of loans via an investment strategy into a discrete stochastic framework. Economic Modelling, 25, 658-675.
Pesaran, M.H., Schuermann, T., Treutler, B.J., & Weiner, S.M. (2006). Macroeconomic dynamics and credit risk: a global perspective. Journal of Money, Credit and Banking, 38, 1211–1261.
Schumacher, I. (2014). On the self-fulfilling prophecy of changes in sovereign ratings. Economic Modeling, 38, 351-356.
Surma, J. (2015). Case-based approach for supporting strategy decision making.
Expert Systems, 32: 546–554. doi:
10.1111/exsy.12003.
Wang, Y.M., & Fu, G.W. (1993). A new multiattribute decision-making method based on DEA thought. Journal of Industrial Engineering and Engineering Management, 7, 44–49.
Wilson, T. (1997). Portfolio credit risk, Part I. Risk, 111–117.
Xu, J., & Zhang, X. (2014). China's sovereign debt: A balance-sheet perspective. China Economic Review, 31, 55-73.
Zopounidis, C., & Doumpos, M. (2000). Multicriteria Sorting Methods. Encyclopedia of optimization. Academic Publishers.
Zopounnidis, C., & Doumpos, M. (2002). Multicriteria classification and sorting method: A literature review. European Journal of Operational Resaerch, 138, 229-246.