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

Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review

Original language	English
Title of host publication	International Currency Exposure
Editors	Yin-Wong Cheung, Frank Westermann
Place of Publication	Cambridge, MA
Publisher	MIT Press
Publication date	2017
Pages	265-288
Chapter	9
ISBN (Print)	9780262036405
DOIs	https://doi.org/10.7551/mitpress/10939.003.0012
Publication status	Published - 2017

Series	CESifo Seminar Series

Access to Document

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title = "Assessing the Forward Premium Puzzle: A Factor Augmented Panel Data Approach",

author = "Katja Mann and J{\"o}rg Breitung",

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