Explaining exchange rate risk in world stock markets: A panel approach

B-Tier

Journal: Journal of Banking & Finance

Year: 2002

Volume: 26

Issue: 10

Pages: 1951-1972

Authors (3)

Patro, Dilip K. (not in RePEc) Wald, John K. (not in RePEc) Wu, Yangru (Rutgers University-Newark)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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