The width of the band and exchange rate mean-reversion: some further ERM-based results

B-Tier

Journal: Journal of International Money and Finance

Year: 1999

Volume: 18

Issue: 3

Pages: 411-428

Authors (2)

Anthony, Myrvin (not in RePEc) MacDonald, Ronald (University of Glasgow)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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