Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework
Year of publication: |
2010
|
---|---|
Authors: | Pederzoli, Chiara ; Torricelli, Costanza ; Tsomocos, Dimitrios |
Published in: |
Annals of Finance. - Springer. - Vol. 6.2010, 1, p. 33-49
|
Publisher: |
Springer |
Subject: | Procyclicality | Rating systems | Basel II | General equilibrium |
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