Assessing the Forward Premium Puzzle

A Factor Augmented Panel Data Approach

Katja Mann, Jörg Breitung

Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskningpeer review

OriginalsprogEngelsk
TitelInternational Currency Exposure
RedaktørerYin-Wong Cheung, Frank Westermann
Udgivelses stedCambridge, MA
ForlagMIT Press
Publikationsdato2017
Sider265-288
Kapitel9
ISBN (Trykt)9780262036405
DOI
StatusUdgivet - 2017
NavnCESifo Seminar Series

Citer dette

Mann, K., & Breitung, J. (2017). Assessing the Forward Premium Puzzle: A Factor Augmented Panel Data Approach. I Y-W. Cheung, & F. Westermann (red.), International Currency Exposure (s. 265-288). Cambridge, MA: MIT Press. CESifo Seminar Series https://doi.org/10.7551/mitpress/10939.003.0012
Mann, Katja ; Breitung, Jörg. / Assessing the Forward Premium Puzzle : A Factor Augmented Panel Data Approach. International Currency Exposure. red. / Yin-Wong Cheung ; Frank Westermann. Cambridge, MA : MIT Press, 2017. s. 265-288 (CESifo Seminar Series).
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Mann, K & Breitung, J 2017, Assessing the Forward Premium Puzzle: A Factor Augmented Panel Data Approach. i Y-W Cheung & F Westermann (red), International Currency Exposure. MIT Press, Cambridge, MA, CESifo Seminar Series, s. 265-288. https://doi.org/10.7551/mitpress/10939.003.0012

Assessing the Forward Premium Puzzle : A Factor Augmented Panel Data Approach. / Mann, Katja; Breitung, Jörg.

International Currency Exposure. red. / Yin-Wong Cheung; Frank Westermann. Cambridge, MA : MIT Press, 2017. s. 265-288 (CESifo Seminar Series).

Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskningpeer review

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Mann K, Breitung J. Assessing the Forward Premium Puzzle: A Factor Augmented Panel Data Approach. I Cheung Y-W, Westermann F, red., International Currency Exposure. Cambridge, MA: MIT Press. 2017. s. 265-288. (CESifo Seminar Series). https://doi.org/10.7551/mitpress/10939.003.0012