Why common factors in international bond returns are not so common

B-Tier

Journal: Journal of International Money and Finance

Year: 2007

Volume: 26

Issue: 2

Pages: 284-304

Authors (3)

Perignon, Christophe (HEC Paris (École des Hautes Ét...) Smith, Daniel R. (Simon Fraser University) Villa, Christophe (not in RePEc)

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