Get 20M+ Full-Text Papers For Less Than $1.50/day. Start a 14-Day Trial for You or Your Team.

Learn More →

Credit score migration analysis of farm businesses conditioning on business cycles and migration trends

Credit score migration analysis of farm businesses conditioning on business cycles and migration... This study examines credit score migration rates of farm businesses, testing whether migration probabilities differ across business cycles. Results suggest that agricultural credit ratings are more likely to improve during expansions and deteriorate during recessions. The analysis also tests whether agricultural credit ratings depend on the previous period migration trends. The findings show that credit score ratings exhibit trend reversal where upgrades downgrades are more likely to be followed by downgrades upgrades. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Agricultural Finance Review Emerald Publishing

Credit score migration analysis of farm businesses conditioning on business cycles and migration trends

Agricultural Finance Review , Volume 64 (1): 15 – May 5, 2004

Loading next page...
 
/lp/emerald-publishing/credit-score-migration-analysis-of-farm-businesses-conditioning-on-P1WBogRHEC

References (15)

Publisher
Emerald Publishing
Copyright
Copyright © Emerald Group Publishing Limited
ISSN
0002-1466
DOI
10.1108/00215090480001150
Publisher site
See Article on Publisher Site

Abstract

This study examines credit score migration rates of farm businesses, testing whether migration probabilities differ across business cycles. Results suggest that agricultural credit ratings are more likely to improve during expansions and deteriorate during recessions. The analysis also tests whether agricultural credit ratings depend on the previous period migration trends. The findings show that credit score ratings exhibit trend reversal where upgrades downgrades are more likely to be followed by downgrades upgrades.

Journal

Agricultural Finance ReviewEmerald Publishing

Published: May 5, 2004

There are no references for this article.