The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates.

A-Tier

Journal: Journal of Finance

Year: 1986

Volume: 41

Issue: 3

Pages: 617-30

Authors (2)

Brown, Stephen J (New York University (NYU)) Dybvig, Philip H (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count