Linkage in EMS term structures: evidence from common trend and transitory components

B-Tier

Journal: Journal of International Money and Finance

Year: 1997

Volume: 16

Issue: 4

Pages: 595-607

Authors (3)

Hafer, R. W. (Southern Illinois University) Kutan, Ali M. (Southern Illinois University) Su Zhou (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