Rating Through-the-Cycle; What does the Concept Imply for Rating Stability and Accuracy?
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References listed on IDEAS
- Fama, Eugene F & French, Kenneth R, 1988. "Permanent and Temporary Components of Stock Prices," Journal of Political Economy, University of Chicago Press, vol. 96(2), pages 246-273, April.
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- Cesaroni, Tatiana, 2015.
"Procyclicality of credit rating systems: How to manage it,"
Journal of Economics and Business,
Elsevier, vol. 82(C), pages 62-83.
- Tatiana Cesaroni, 2015. "Procyclicality of credit rating systems: how to manage it," Temi di discussione (Economic working papers) 1034, Bank of Italy, Economic Research and International Relations Area.
- Tatiana Cesaroni, 2015. "Procyclicality of credit rating systems: how to manage it," Mo.Fi.R. Working Papers 109, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Jurevičienė Daiva & Rauličkis Darius, 2016. "Identification of Indicators’ Applicability to Settle Borrowers’ Probability of Default," Economics and Culture, De Gruyter Open, vol. 13(1), pages 53-64, June.
- Broto, Carmen & Molina, Luis, 2016.
"Sovereign ratings and their asymmetric response to fundamentals,"
Journal of Economic Behavior & Organization,
Elsevier, vol. 130(C), pages 206-224.
- Carmen Broto & Luis Molina, 2014. "Sovereign ratings and their asymmetric response to fundamentals," Working Papers 1428, Banco de España;Working Papers Homepage.
More about this item
KeywordsCredit ratings; Credit rating agencies; Credit rating migration; credit rating; credit risk; General; Government Policy and Regulation;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-09-28 (All new papers)
- NEP-BAN-2013-09-28 (Banking)
- NEP-RMG-2013-09-28 (Risk Management)
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