Are regime-shift sources of risk priced in the market?

C-Tier
Journal: Journal of Empirical Finance
Year: 2014
Volume: 28
Issue: C
Pages: 151-170

Authors (3)

Chourdakis, Kyriakos (not in RePEc) Dendramis, Yiannis (Athens University of Economics) Tzavalis, Elias (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

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Technical Details

RePEc Handle
repec:eee:empfin:v:28:y:2014:i:c:p:151-170
Journal Field
Finance
Author Count
3
Added to Database
2026-02-08