Exchange rate returns, 'news', and risk premia

C-Tier

Journal: Economics Letters

Year: 1996

Volume: 50

Issue: 1

Pages: 127-134

Authors (2)

Koedijk, Kees G. (not in RePEc) Wolff, Christian C. P. (Chulalongkorn University)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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