Items where Keyword is "Procyclicality" (Publications and Working Papers)

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Number of items: 3.


Catarineu-Rabell, Eva, Jackson, Patricia and Tsomocos, Dimitrios (2005) Procyclicality and the New Basel Accord – Banks’ Choice of Loan Rating System. Economic Theory, 26 (3). pp. 537-557. Link to full text available through this repository.


Pederzolli, Chiara, Toricelli, Costanza and Tsomocos, Dimitrios (2010) Rating Systems, Procyclicality and Basel II: An Evaluation in a General Equilibrium Framework. Annals of Finance, 6 (1). pp. 33-49. Link to full text available through this repository.


Tsomocos, Dimitrios, Bhattacharya, Sudipto, Goodhart, Charles and Vardoulakis, Alexandros (2015) A General Equilibrium Exploration of Minsky's Financial Instability Hypothesis. Journal of Money, Credit and Banking. (Accepted) Full text not available from this repository.

This list was generated on Mon May 21 01:47:27 2018 WET.