Excess returns, portfolio choices and exchange rate dynamics. The yen/dollar case, 1980–1998

B-Tier

Journal: Oxford Bulletin of Economics and Statistics

Year: 2002

Volume: 64

Issue: 3

Pages: 233-256

Authors (2)

Philippe Andrade (Federal Reserve Bank of Boston) Catherine Bruneau (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