Time-varying risk premia, imperfect information and the forward: Exchange rate

B-Tier
Journal: International Journal of Forecasting
Year: 1987
Volume: 3
Issue: 1
Pages: 171-177

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Technical Details

RePEc Handle
repec:eee:intfor:v:3:y:1987:i:1:p:171-177
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29