Knowledge mapping of credit risk research: scientometrics analysis using CiteSpace

Wei Zhou, Qingjuan Chen and Sun Meng

Economic Research-Ekonomska Istraživanja, 2019, vol. 32, issue 1, 3457-3484

Abstract: 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.

Date: 2019
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DOI: 10.1080/1331677X.2019.1660202

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