Forecasting financial crises and contagion in Asia using dynamic factor analysis

C-Tier

Journal: Journal of Empirical Finance

Year: 2009

Volume: 16

Issue: 2

Pages: 188-200

Authors (2)

Cipollini, A. (Università degli Studi di Pale...) Kapetanios, G. (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