A simulation estimator for testing the time homogeneity of credit rating transitions

C-Tier
Journal: Journal of Empirical Finance
Year: 2007
Volume: 14
Issue: 5
Pages: 818-835

Authors (2)

Kiefer, Nicholas M. Larson, C. Erik (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:empfin:v:14:y:2007:i:5:p:818-835
Journal Field
Finance
Author Count
2
Added to Database
2026-02-08