Equity risk premia and the pricing of foreign exchange risk

A-Tier

Journal: Journal of International Economics

Year: 1992

Volume: 33

Issue: 3-4

Pages: 199-219

Authors (2)

Korajczyk, Robert A. (Northwestern University) Viallet, Claude J. (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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