Neglected common factors in exchange rate volatility

C-Tier
Journal: Journal of Empirical Finance
Year: 1994
Volume: 1
Issue: 3-4
Pages: 279-311

Authors (2)

Mahieu, Ronald Schotman, Peter (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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:empfin:v:1:y:1994:i:3-4:p:279-311
Journal Field
Finance
Author Count
2
Added to Database
2026-02-08