The estimation of transition matrices for sovereign credit ratings

B-Tier

Journal: Journal of Banking & Finance

Year: 2002

Volume: 26

Issue: 7

Pages: 1383-1406

Authors (3)

Hu, Yen-Ting (not in RePEc) Kiesel, Rudiger (not in RePEc) Perraudin, William (Risk Control Ltd)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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