A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets

B-Tier
Journal: Journal of International Money and Finance
Year: 1990
Volume: 9
Issue: 3
Pages: 309-324

Authors (2)

Baillie, Richard T. (Michigan State University) Bollerslev, Tim (National Bureau of Economic Re...)

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

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Technical Details

RePEc Handle
repec:eee:jimfin:v:9:y:1990:i:3:p:309-324
Journal Field
International
Author Count
2
Added to Database
2026-01-24