Modeling International Stock Price Comovements with High-Frequency Data

C-Tier
Journal: Macroeconomic Dynamics
Year: 2018
Volume: 22
Issue: 7
Pages: 1875-1903

Authors (4)

Ben Ameur, Hachmi (Institut des Hautes Études Éco...) Jawadi, Fredj (not in RePEc) Louhichi, Wael (not in RePEc) Idi Cheffou, Abdoulkarim (not in RePEc)

Score contribution per author:

0.252 = (α=2.02 / 4 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:cup:macdyn:v:22:y:2018:i:07:p:1875-1903_00
Journal Field
Growth/Demographic
Author Count
4
Added to Database
2026-02-17