The Danish stock and bond markets: comovement, return predictability and variance decomposition

C-Tier

Journal: Journal of Empirical Finance

Year: 2001

Volume: 8

Issue: 3

Pages: 243-271

Authors (2)

Engsted, Tom (not in RePEc) Tanggaard, Carsten

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