Analyzing rating transitions and rating drift with continuous observations

B-Tier

Journal: Journal of Banking & Finance

Year: 2002

Volume: 26

Issue: 2-3

Pages: 423-444

Authors (2)

Lando, David (Copenhagen Business School) Skodeberg, Torben M. (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count