Are credit ratings procyclical?

Journal of Banking and Finance

Volumn 28, Issue 11, 2004, Pages 2641-2677

  Amato, Jeffery D ^a   Furfine, Craig H ^b  

^a BANK FOR INTERNATIONAL SETTLEMENTS   (Switzerland)

^b FEDERAL RESERVE BANK OF CHICAGO   (United States)

Author keywords

Business cycles; Credit risk; Rating agencies

Indexed keywords

EID: 4644286713     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2004.06.005     Document Type: Article

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