A general framework for predicting returns from multiple currency investments

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 1998

Volume: 22

Issue: 7

Pages: 977-1000

Authors (3)

Christou, Costas (not in RePEc) Swamy, P. A. V. B. (not in RePEc) Tavlas, George S. (Bank of Greece)

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