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https://doi.org/10.1080/1331677X.2019.1660202

Knowledge mapping of credit risk research: scientometrics analysis using CiteSpace

Wei Zhou ; School of Finance, Yunnan University of Finance and Economics, Kunming, PR China
Qingjuan Chen ; School of Finance, Yunnan University of Finance and Economics, Kunming, PR China
Sun Meng ; School of Finance, Yunnan University of Finance and Economics, Kunming, PR China


Puni tekst: engleski pdf 3.180 Kb

str. 3451-3478

preuzimanja: 686

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Sažetak

To understand the development track of credit risk research clearly and discover the hidden internal connections between literatures, this article utilises the scientific information measurement software–CiteSpace–to conduct a scientometric analysis (citation analysis, co-citation analysis and co-occurrence analysis) of 2,384 articles on credit risk from Web of Science (W.o.S.) during 1998 and 2017. According to the research results, some useful conclusions can be drawn as follows: (1) Credit risk research has become interdisciplinary and subject involved are ‘Business Finance’, ‘Economics’, ‘Operations Research Management Science’, ‘Mathematics Interdisciplinary Applications’; (2) The U.S., Europe, and Asia make the majority of contributions and there are numerous collaborations among countries; (3) The key researchers with influence and authority in this field mainly are Merton Robert Cox and Jarrow Robert Alan; (4)‘Rollover risk’, ‘Arbitrage-free pricing’, ‘Default cycle’, ‘Credit risk evaluation’ and ‘Correlated default’ are the major research area; (5)‘Crisis’, ‘Contagion’, ‘Monetary policy’, ‘Counterparty risk’ and ‘Systemic risk’ have become major research hotspot currently. Finally, we hope this scientometric analysis can provides some inspiration for credit risk researchers.

Ključne riječi

credit risk; scientometrics analysis; CiteSpace; knowledge mapping

Hrčak ID:

229689

URI

https://hrcak.srce.hr/229689

Datum izdavanja:

22.1.2019.

Posjeta: 1.400 *