Optimal dynamic hedging portfolios and the currency composition of external debt

B-Tier

Journal: Journal of International Money and Finance

Year: 1991

Volume: 10

Issue: 1

Pages: 131-148

Authors (2)

Kroner, Kenneth F. (not in RePEc) Claessens, Stijn (Yale University)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

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