Are credit ratings procyclical? / Jeffery D'Amato and Craig H. Furfine
Tipo de material: TextoSeries BIS working papersDetalles de publicación: Basel : Bank for International Settlements. Monetary and Economic Dept., 2003Descripción: 33 pTema(s): Clasificación CDD:- F 332.3 D 20775
Tipo de ítem | Biblioteca actual | Signatura topográfica | URL | Estado | Fecha de vencimiento | Código de barras | |
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Documento | Biblioteca Manuel Belgrano | F 332.3 D 20775 F (Navegar estantería(Abre debajo)) | Enlace al recurso | Disponible | 20775 F |
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.
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.
Bibliografía: p.15
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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