'Once-in-a-generation' yen volatility in 1998: fundamentals, intervention, and order flow

B-Tier

Journal: Journal of International Money and Finance

Year: 2001

Volume: 20

Issue: 3

Pages: 327-347

Authors (4)

Cai, Jun (not in RePEc) Cheung, Yan-Leung (not in RePEc) Lee, Raymond S. K. (not in RePEc) Melvin, Michael (University of California-San D...)

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