Smooth transition patterns in the realized stock–bond correlation

C-Tier

Journal: Journal of Empirical Finance

Year: 2012

Volume: 19

Issue: 4

Pages: 454-464

Authors (2)

Aslanidis, Nektarios (not in RePEc) Christiansen, Charlotte (Aarhus Universitet)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

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