Realized bond—stock correlation: Macroeconomic announcement effects

C-Tier
Journal: Journal of Futures Markets
Year: 2007
Volume: 27
Issue: 5
Pages: 439-469

Authors (2)

Charlotte Christiansen (Aarhus Universitet) Angelo Ranaldo (not in RePEc)

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

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Technical Details

RePEc Handle
repec:wly:jfutmk:v:27:y:2007:i:5:p:439-469
Journal Field
Finance
Author Count
2
Added to Database
2026-02-08