The Forward Premium Puzzle and Latent Factors Day by Day
Year of publication: |
2010-04
|
---|---|
Authors: | Bernoth, Kerstin ; Vries, Casper G de ; von Hagen, Jürgen |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | forward premium puzzle | futures rates | latent factor |
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The forward premium puzzle and latent factors day by day
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The Forward Premium Puzzle and Latent Factors Day by Day
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