Asset pricing, time-varying risk premia and interest rate risk

B-Tier

Journal: Journal of Banking & Finance

Year: 1997

Volume: 21

Issue: 3

Pages: 315-335

Authors (3)

Flannery, Mark J. Hameed, Allaudeen S. (not in RePEc) Harjes, Richard H. (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