The forward premium puzzle and latent factors day by day
Year of publication: |
2010
|
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Authors: | Bernoth, Kerstin ; von Hagen, Jürgen ; de Vries, Casper G. |
Publisher: |
Berlin : Deutsches Institut für Wirtschaftsforschung (DIW) |
Subject: | Devisentermingeschäft | Kapitalertrag | Laufzeit | Wechselkursrisiko | Risikoprämie | Multivariate Analyse | Schätzung | Deutschland | USA | Japan | Großbritannien | Forward premium puzzle | futures rates | latent factor |
Series: | DIW Discussion Papers ; 989 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 623004216 [GVK] hdl:10419/36717 [Handle] RePEc:diw:diwwpp:dp989 [RePEc] |
Classification: | F31 - Foreign Exchange ; F37 - International Finance Forecasting and Simulation ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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The forward premium puzzle and latent factors day by day
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