Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies

A-Tier

Journal: Journal of Financial Economics

Year: 2008

Volume: 87

Issue: 1

Pages: 132-156

Authors (3)

Bakshi, Gurdip (not in RePEc) Carr, Peter Wu, Liuren (City University of New York (C...)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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