Estimating the Dynamics and Persistence of Financial Networks, with an Application to the Sterling Money Market

B-Tier

Journal: Journal of Applied Econometrics

Year: 2016

Volume: 31

Issue: 1

Pages: 58-84

Authors (4)

Liudas Giraitis (not in RePEc) George Kapetanios (King's College London) Anne Wetherilt (Bank of England) Filip ŽIKEŠ (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