Nonlinear interest rate dynamics and implications for the term structure

A-Tier

Journal: Journal of Econometrics

Year: 1996

Volume: 74

Issue: 1

Pages: 149-176

Authors (3)

Pfann, Gerard A. (Maastricht University) Schotman, Peter C. (not in RePEc) Tschernig, Rolf (Universität Regensburg)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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