The empirical relationship between average asset correlation, firm probability of default, and asset size

B-Tier
Journal: Journal of Financial Intermediation
Year: 2004
Volume: 13
Issue: 2
Pages: 265-283

Authors (1)

Lopez, Jose A. (Federal Reserve Bank of San Fr...)

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

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Technical Details

RePEc Handle
repec:eee:jfinin:v:13:y:2004:i:2:p:265-283
Journal Field
Finance
Author Count
1
Added to Database
2026-01-25