The covariation of risk premiums and expected future spot exchange rates

B-Tier

Journal: Journal of International Money and Finance

Year: 1986

Volume: 5

Issue: 1, Supplement

Pages: S5-S21

Authors (2)

Hodrick, Robert J. (Columbia University) Srivastava, Sanjay (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