Regime‐switching in stock index and Treasury futures returns and measures of stock market stress

C-Tier

Journal: Journal of Futures Markets

Year: 2010

Volume: 30

Issue: 8

Pages: 753-779

Authors (3)

Naresh Bansal (not in RePEc) Robert A. Connolly (University of Miami) Chris Stivers (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