Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics?

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 2002

Volume: 26

Issue: 7-8

Pages: 1275-1299

Authors (2)

Hodrick, Robert (Columbia University) Vassalou, Maria (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