Is there any dependence between consumer credit line utilization and default probability on a term loan? Evidence from bank-customer data

C-Tier

Journal: Journal of Empirical Finance

Year: 2015

Volume: 33

Issue: C

Pages: 276-286

Authors (3)

Bergerès, Anne-Sophie (not in RePEc) d'Astous, Philippe (not in RePEc) Dionne, Georges (HEC Montréal (École des Hautes...)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

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