Time varying consumption covariance and dynamics of the equity premium: Evidence from the G7 countries

C-Tier

Journal: Journal of Empirical Finance

Year: 2009

Volume: 16

Issue: 4

Pages: 613-631

Authors (2)

Sarkar, Asani (Federal Reserve Bank of New Yo...) Zhang, Lingjia (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