Linkages between extreme stock market and currency returns

B-Tier

Journal: Journal of International Money and Finance

Year: 2006

Volume: 25

Issue: 3

Pages: 528-550

Authors (3)

Cumperayot, Phornchanok (not in RePEc) Keijzer, Tjeert (not in RePEc) Kouwenberg, Roy (Mahidol University)

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