Time-varying betas and risk premia in the pricing of forward foreign exchange contracts

A-Tier
Journal: Journal of Financial Economics
Year: 1988
Volume: 22
Issue: 2
Pages: 335-354

Authors (1)

Mark, Nelson C. (University of Notre Dame)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:eee:jfinec:v:22:y:1988:i:2:p:335-354
Journal Field
Finance
Author Count
1
Added to Database
2026-01-25