The out-of-sample success of term structure models as exchange rate predictors: a step beyond

A-Tier

Journal: Journal of International Economics

Year: 2003

Volume: 60

Issue: 1

Pages: 61-83

Authors (4)

Clarida, Richard H. (not in RePEc) Sarno, Lucio (University of Cambridge) Taylor, Mark P. (Washington University in St. L...) Valente, Giorgio (Hong Kong Monetary Authority)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

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