Implied exchange rate distributions: evidence from OTC option markets1

B-Tier

Journal: Journal of International Money and Finance

Year: 1998

Volume: 17

Issue: 1

Pages: 117-160

Authors (3)

Campa, Jose M. (Universidad de Navarra) Chang, P. H. Kevin (not in RePEc) Reider, Robert L. (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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