TY  - BOOK
AU  - D'Amato, Jeffery
AU  - D'Amato, Jeffery
TI  - Are credit ratings procyclical? / Jeffery D'Amato and Craig H. Furfine
T2  - BIS working papers,
U1  - F 332.3 D 20775 
PB  - Basel : Bank for International Settlements. Monetary and Economic Dept., 2003
KW  - RIESGO DEL CREDITO
N1  - 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
ER  -