Time-varying excess returns on UK government bonds: A non-linear approach

B-Tier

Journal: Journal of Banking & Finance

Year: 2004

Volume: 28

Issue: 1

Pages: 45-62

Authors (2)

Lekkos, Ilias (not in RePEc) Milas, Costas (Rimini Centre for Economic Ana...)

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