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Spatial dependence in credit risk and its improvement in credit scoring
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“Comparable problems can be found in the literature on credit scoring, where the place of residence can have a negative effect on creditworthiness and thus discriminate against people in selected regions (Andreeva et al., 2004; Fernandes and Artes, 2016; Havard, 2010; Marron, 2007).”
From Trust-Building in Peer-to-Peer Carsharing: Design Case Study for Algorithm-Based Reputation Systems (2024) · cites this paper as Fernandes and Artes, 2016
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Metadata
- Authors
- Fernandes, G. B., & Artes, R.
- Affiliations
- Insper (BR)
- Corresponding author
- Fernandes, Guilherme Barreto
- Venue
- European Journal of Operational Research
- Publisher
- Elsevier BV
- Published
- 2016-03
- Volume
- 249
- Issue
- 2
- Pages
- 517-524
- ISSN
- 0377-2217 (ISSN-L)
- OpenAlex
- W972495054
- Cited by
- 90
- References
- 38
- Citations by year
- 2026: 5 · 2025: 7 · 2024: 9 · 2023: 12 · 2022: 7 · 2021: 7 · 2020: 11 · 2019: 13 · 2018: 7 · 2017: 9 · 2016: 3
- FWCI
- 27.97
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- European Journal of Operational Research (publishedVersion)
- LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas) (publishedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- Topics
- Social Sciences › Business, Management and Accounting › Accounting › Financial Distress and Bankruptcy Prediction
- Social Sciences › Economics, Econometrics and Finance › Finance › Credit Risk and Financial Regulations
- Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Spatial and Panel Data Analysis
- Keywords
- credit scoring, credit risk, spatial dependence, small and medium-sized enterprises, local economic conditions, default risk, kriging, logistic regression, lending, Brazilian SMEs
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