Empirical evidence on jumps in the term structure of the US Treasury Market

C-Tier

Journal: Journal of Empirical Finance

Year: 2009

Volume: 16

Issue: 3

Pages: 430-445

Authors (3)

Dungey, Mardi McKenzie, Michael (not in RePEc) Smith, L. Vanessa (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