The economic value of volatility transmission between the stock and bond markets

C-Tier

Journal: Journal of Futures Markets

Year: 2008

Volume: 28

Issue: 11

Pages: 1066-1094

Authors (2)

Helena Chuliá (Universitat de Barcelona) Hipòlit Torró (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