In search of the exchange risk premium: A six-currency test assuming mean-variance optimization

B-Tier
Journal: Journal of International Money and Finance
Year: 1982
Volume: 1
Issue: 1
Pages: 255-274

Authors (1)

Frankel, Jeffrey A. (National Bureau of Economic Re...)

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

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Technical Details

RePEc Handle
repec:eee:jimfin:v:1:y:1982:i::p:255-274
Journal Field
International
Author Count
1
Added to Database
2026-01-25