Rating systems, procyclicality and Basel II: An evaluation in a general equilibrium framework

Annals of Finance

Volumn 6, Issue 1, 2010, Pages 33-49

  Pederzoli, Chiara ^a   Torricelli, Costanza ^b   Tsomocos, Dimitrios P ^c  

^a UNIVERSITY OF MILANO BICOCCA   (Italy)

^b UNIVERSITY OF MODENA AND REGGIO EMILIA   (Italy)

^c UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

Basel II; General equilibrium; Procyclicality; Rating systems

Indexed keywords

EID: 70350553879     PISSN: 16142446     EISSN: 16142454     Source Type: Journal    
DOI: 10.1007/s10436-009-0128-8     Document Type: Article

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