Exchange rates and fundamentals: evidence on the economic value of predictability

A-Tier

Journal: Journal of International Economics

Year: 2005

Volume: 66

Issue: 2

Pages: 325-348

Authors (3)

Abhyankar, Abhay (not in RePEc) Sarno, Lucio (University of Cambridge) Valente, Giorgio (Hong Kong Monetary Authority)

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