A Panel Data Analysis of Uncovered Interest Parity and Time-Varying Risk Premium

C-Tier

Journal: Open Economies Review

Year: 2021

Volume: 32

Issue: 3

Pages: 507-526

Authors (2)

Dinçer Afat (not in RePEc) Michael Frömmel (Universiteit Gent)

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