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:

MARC

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100 |a D'Amato, Jeffery 
245 |a Are credit ratings procyclical? / Jeffery D'Amato and Craig H. Furfine 
260 |b Basel : Bank for International Settlements. Monetary and Economic Dept., 2003 
300 |a 33 p. 
490 |a BIS working papers, 
500 |a Bibliografía: p.15=500   |a 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. 
502 |a 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. 
505 |a Bibliografía: p.15 
505 |a 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. 
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700 |a D'Amato, Jeffery 
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