Measurement, estimation and comparison of credit migration matrices

B-Tier

Journal: Journal of Banking & Finance

Year: 2004

Volume: 28

Issue: 11

Pages: 2603-2639

Authors (2)

Jafry, Yusuf (not in RePEc) Schuermann, Til

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