An anatomy of rating through the cycle

Journal of Banking and Finance

Volumn 28, Issue 3, 2004, Pages 695-720

  Löffler, Gunter ^a  

^a GOETHE UNIVERSITY   (Germany)

Author keywords

Conservatism; Credit cycles; Credit ratings; Efficiency; Kalman filter; Rating agencies

Indexed keywords

EID: 18544410789     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(03)00041-4     Document Type: Article

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