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

Citationsformater

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