Arbitrage tests of the efficiency of the foreign currency options market

B-Tier

Journal: Journal of International Money and Finance

Year: 1985

Volume: 4

Issue: 4

Pages: 455-468

Authors (2)

Shastri, Kuldeep Tandon, Kishore (not in RePEc)

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