On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets

C-Tier

Journal: Journal of Empirical Finance

Year: 2014

Volume: 29

Issue: C

Pages: 26-40

Authors (3)

Conrad, Christian (Ruprecht-Karls-Universität Hei...) Loch, Karin (not in RePEc) Rittler, Daniel (not in RePEc)

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