Cross-currency, cross-maturity forward exchange premiums as predictors of spot rate changes: Theory and evidence

B-Tier
Journal: Journal of Banking & Finance
Year: 2003
Volume: 27
Issue: 2
Pages: 183-200

Authors (1)

Nucci, Francesco ("Sapienza" Università di Roma)

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

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Technical Details

RePEc Handle
repec:eee:jbfina:v:27:y:2003:i:2:p:183-200
Journal Field
Finance
Author Count
1
Added to Database
2026-01-26