J. Amato

Economics and Econometrics · 2001–2004

A researcher in the Science corpus: 5 papers; trusts 2 researchers and is trusted by 31 researchers here, as inferred from the citation graph.

Subfields

Whom J. Amato trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Richard M Cantor
  2. Jeffrey C. Fuhrer
  3. D. Lando
  4. Darrell Duffie
  5. Linda Allen
  6. Bradley Efron
  7. Frederic S. Mishkin
  8. C. Borio

Who trusts J. Amato overall

  1. Andrew T. Levin
  2. C. Borio
  3. Argia M. Sbordone
  4. Timothy Cogley
  5. André Meier
  6. Campbell Leith
  7. Katharine S. Neiss
  8. John C. Williams
  9. Edward Nelson
  10. Joseph E. J. Plasmans

Papers from J. Amato's perspective

Ordered by how strongly the researchers J. Amato trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Analyzing rating transitions and rating drift with continuous observations
  2. Moody’s investors service response to the consultative paper issued by the Basel Committee on Bank Supervision “A new capital adequacy framework”
  3. Habit Formation in Consumption and Its Implications for Monetary Policy Models
  4. Procyclicality of the financial system and financial stability: issues and policy options
  5. The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications
  6. Procyclicality and the New Basel Accord: banks' choice of loan rating system
  7. A Survey of Cyclical Effects in Credit Risk Measurement Models
  8. Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing
  9. Credit Risk: Pricing, Measurement, and Management
  10. The relationship between credit default swap spreads, bond yields, and credit rating announcements

Their papers