Author:
Amato Jeffery D.,Furfine Craig H.
Subject
Economics and Econometrics,Finance
Reference23 articles.
1. Allen, L., Saunders, A., 2002. A survey of cyclical effects in credit risk measurement models. Mimeo., New York University
2. Altman, E.I., Kao, D.L., 1992. The implications of corporate bond rating drift. New York University Salomon Brothers Center Working Paper, no. S-91-51
3. Altman, E.I., Brady, B., Resti, A., Sironi, A., 2003. The link between default and recovery rates: Theory, empirical evidence and implications. Journal of Business, forthcoming
4. Ratings migration and the business cycle, with application to credit portfolio stress testing;Bangia;Journal of Banking & Finance,2002
5. The financial accelerator in a quantitative business cycle framework;Bernanke,1999
Cited by
202 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献