Predictable changes in yields and forward rates

A-Tier

Journal: Journal of Financial Economics

Year: 2001

Volume: 59

Issue: 3

Pages: 281-311

Authors (4)

Backus, David Foresi, Silverio (not in RePEc) Mozumdar, Abon (not in RePEc) Wu, Liuren (City University of New York (C...)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

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