Has the Link Between the Spot and Forward Exchange Rates Broken Down? Evidence from Rolling Cointegration Tests

C-Tier

Journal: Open Economies Review

Year: 2003

Volume: 14

Issue: 4

Pages: 369-379

Authors (2)

Ali Kutan (Southern Illinois University) Su Zhou (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