Portfolio substitution and exchange rate volatility

A-Tier

Journal: Journal of Monetary Economics

Year: 1997

Volume: 39

Issue: 3

Pages: 517-534

Authors (2)

Sibert, Anne (Birkbeck College) Ha, Jiming (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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