Return generating process and the determinants of term premiums

B-Tier

Journal: Journal of Banking & Finance

Year: 1996

Volume: 20

Issue: 7

Pages: 1251-1269

Authors (3)

Elton, Edwin J. (not in RePEc) Gruber, Martin J. (not in RePEc) Mei, Jianping (Cheung Kong Graduate School of...)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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