Uncovered interest rate parity redux: Non-uniform effects

C-Tier

Journal: Journal of Empirical Finance

Year: 2022

Volume: 67

Issue: C

Pages: 133-151

Authors (2)

Cheung, Yin-Wong (University of California-Santa...) Wang, Wenhao (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