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

Chiara Pederzoli (), Costanza Torricelli and Dimitrios Tsomocos

Annals of Finance, 2010, vol. 6, issue 1, 33-49

Keywords: Procyclicality; Rating systems; Basel II; General equilibrium; D58; E44; G21; G38 (search for similar items in EconPapers)
Date: 2010
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Working Paper: Rating systems, procyclicalilty and Basel II: an evaluation in a general equilibrium framework (2008)
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DOI: 10.1007/s10436-009-0128-8

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