LIQUIDITY RISK AND TIME-VARYING CORRELATION BETWEEN EQUITY AND CURRENCY RETURNS

C-Tier
Journal: Economic Inquiry
Year: 2017
Volume: 55
Issue: 2
Pages: 898-919

Authors (1)

Kuk Mo Jung (한양대 국제학부)

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

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

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Technical Details

RePEc Handle
repec:bla:ecinqu:v:55:y:2017:i:2:p:898-919
Journal Field
General
Author Count
1
Added to Database
2026-01-25