Assessing the Forward Premium Puzzle: A Factor Augmented Panel Data Approach

Katja Mann, Jörg Breitung

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

Original languageEnglish
Title of host publicationInternational Currency Exposure
EditorsYin-Wong Cheung, Frank Westermann
Place of PublicationCambridge, MA
PublisherMIT Press
Publication date2017
Pages265-288
Chapter9
ISBN (Print)9780262036405
DOIs
Publication statusPublished - 2017
SeriesCESifo Seminar Series

Cite this

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