Determinants of Japanese Yen interest rate swap spreads: Evidence from a smooth transition vector autoregressive model

C-Tier

Journal: Journal of Futures Markets

Year: 2008

Volume: 28

Issue: 1

Pages: 82-107

Authors (3)

Ying Huang (not in RePEc) Carl R. Chen (not in RePEc) Maximo Camacho (Universidad de Murcia)

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