Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums

C-Tier

Journal: Journal of Macroeconomics

Year: 2003

Volume: 25

Issue: 1

Pages: 109-122

Authors (3)

Barkoulas, John (not in RePEc) Baum, Christopher F. (not in RePEc) Chakraborty, Atreya (University of Massachusetts-Bo...)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

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