International stock-bond correlations in a simple affine asset pricing model

B-Tier

Journal: Journal of Banking & Finance

Year: 2006

Volume: 30

Issue: 10

Pages: 2747-2765

Authors (2)

d'Addona, Stefano (Università degli Studi Roma Tr...) Kind, Axel H. (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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