Hedging under counterparty credit uncertainty

C-Tier

Journal: Journal of Futures Markets

Year: 2008

Volume: 28

Issue: 3

Pages: 248-263

Authors (2)

Olivier Mahul (not in RePEc) J. David Cummins (Temple University)

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