Are credit ratings procyclical? / Jeffery D'Amato and Craig H. Furfine

Bibliographic Details
Main Author: D'Amato, Jeffery
Format: Thesis Book
Published: Basel : Bank for International Settlements. Monetary and Economic Dept., 2003
Series:BIS working papers,
Subjects:
Description
Item Description:Bibliografía: p.15=500 TABLA DE CONTENIDO: Introduction -- 1. Literature review -- 2. Data -- 3. Ordered probit model -- 4. Results for data set 1: balance sheet dating -- 5. Results for data set 2: initial ratinfs and rating changes -- 6. Summary -- Appendix: computation of likelihood function for data set 2 -- Graphs and tables.
Physical Description:33 p.