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The forward premium puzzle and latent factors day by day
Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - 2010
Persistent link: https://www.econbiz.de/10003969493
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The forward premium puzzle and latent factors day by day
Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - 2010
We use futures instead of forward rates to study the complete maturity spectrum of the forward premium puzzle from two days to six months. At short maturities the slope coefficient is positive, but these turn negative as the maturity increases to the monthly level. Futures data allow us to...
Persistent link: https://www.econbiz.de/10003949496
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The forward premium puzzle and latent factors day by day
Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - 2010
Persistent link: https://www.econbiz.de/10003954428
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The forward premium puzzle and latent factors day by day
Bernoth, Kerstin; von Hagen, Jürgen; de Vries, Casper G. - 2010
We use futures instead of forward rates to study the complete maturity spectrum of the forward premium puzzle from two days to six months. At short maturities the slope coefficient is positive, but these turn negative as the maturity increases to the monthly level. Futures data allow us to...
Persistent link: https://www.econbiz.de/10010274182
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The Forward Premium Puzzle and Latent Factors Day by Day
Bernoth, Kerstin - 2011
We use futures instead of forward rates to study the complete maturity spectrum of the forward premium puzzle from two days to six months. At short maturities the slope coefficient is positive, but these turn negative as the maturity increases to the monthly level. Futures data allow us to...
Persistent link: https://www.econbiz.de/10013119324
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The Forward Premium Puzzle and Latent Factors Day by Day
Bernoth, Kerstin - 2010
We use futures instead of forward rates to study the complete maturity spectrum of the forward premium puzzle from two days to six months. At short maturities the slope coefficient is positive, but these turn negative as the maturity increases to the monthly level. Futures data allow us to...
Persistent link: https://www.econbiz.de/10013141467
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Geldmengensteuerung : verbessern statt aufgeben!
Hagen, Jürgen von - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 74 (1994) 6, pp. 286-288
Persistent link: https://www.econbiz.de/10011370321
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Probleme der Geldmengenpolitik in der Bundesrepublik Deutschland
Hagen, Jürgen von - In: Beiträge zur Geld-, Währungs- und Finanzpolitik 2 (1986) 2, pp. 6-23
Persistent link: https://www.econbiz.de/10001018022
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Monetary union, money demand, and money supply : a review of the German monetary union
Hagen, Jürgen von - In: European economic review : EER 37 (1993) 4, pp. 803-827
Persistent link: https://www.econbiz.de/10001331192
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Money growth targeting by the Bundesbank
Hagen, Jürgen von - In: Journal of monetary economics 43 (1999) 3, pp. 681-701
Persistent link: https://www.econbiz.de/10001447677