The national market impact of sovereign rating changes

B-Tier

Journal: Journal of Banking & Finance

Year: 2004

Volume: 28

Issue: 1

Pages: 233-250

Authors (4)

Brooks, Robert (Monash University) Faff, Robert W. (University of Queensland) Hillier, David (not in RePEc) Hillier, Joseph (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

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