Asset price based estimates of sterling exchange rate risk premia

B-Tier

Journal: Journal of International Money and Finance

Year: 2006

Volume: 25

Issue: 1

Pages: 71-92

Authors (2)

Groen, Jan J.J. (TD Securities) Balakrishnan, Ravi (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