Semivariance and semiskew risk premiums in currency markets

C-Tier

Journal: Journal of Futures Markets

Year: 2021

Volume: 41

Issue: 3

Pages: 290-324

Authors (2)

José Da Fonseca (Auckland University of Technol...) Edem Dawui (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