A Non‐Linear Analysis of Excess Foreign Exchange Returns

C-Tier

Journal: The Manchester School

Year: 2001

Volume: 69

Issue: 6

Pages: 623-642

Authors (2)

Jerry Coakley (University of Essex) Ana‐Maria Fuertes (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