• Modelos econométricos para la predicción de calificaciones de riesgo financiero 

      Caridad y López del Río, Lorena (Universidad de Córdoba, UCOPress, 2020)
      Credit Rating Agencies (CRA) provide ordinal assessments associated with the ability of companies, governments, institutions or financial assets, to meet debt obligations on time. These ratings are generated by CRAs as an ...
    • Moody’s Ratings Statistical Forecasting for Industrial and Retail Firms 

      Caridad y López del Río, Lorena; García-Moreno García, María de los Baños; Caro Barrera, José Rafael; Pérez-Priego, Manuel Adolfo; Caridad y López del Río, Daniel (MDPI, 2021)
      Long-term ratings of companies are obtained from public data plus some additional nondisclosed information. A model based on data from firms’ public accounts is proposed to directly obtain these ratings, showing fairly ...