Revisiting the time-varying credit rating policy : a new test of procyclicality
Year of publication: |
2020
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Authors: | Hwang, Daniel ; Kim, Yongjun |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 27.2020, 10, p. 810-815
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Subject: | business cycle | Credit rating | default spread | rating agency | Konjunktur | Business cycle | Kreditwürdigkeit | Ratingagentur | Rating agency | Kreditrisiko | Credit risk | Schätzung | Estimation |
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