Are credit ratings procyclical?
Year of publication: |
2004
|
---|---|
Authors: | Amato, Jeffrey D. ; Furfine, Craig H. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 28.2004, 11, p. 2641-2677
|
Subject: | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Konjunktur | Business cycle | Probit-Modell | Probit model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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