Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities

C-Tier

Journal: Open Economies Review

Year: 2013

Volume: 24

Issue: 1

Pages: 5-32

Authors (3)

Mardi Dungey Gerald Dwyer (Australian National University) Thomas Flavin (not in RePEc)

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