Assessing the forward premium puzzle : a factor-augmented panel data approach
Jörg Breitung and Katja Mann
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Breitung, Jörg ; Mann, Katja |
| Published in: |
International currency exposure. - Cambridge, Massachusetts : The MIT Press, ISBN 978-0-262-03640-5. - 2017, p. 265-287
|
| Subject: | CAPM | Währungsrisiko | Exchange rate risk | Equity-Premium-Puzzle | Equity premium puzzle | Internationale Anleihe | International bond | USA | United States | Welt | World | 1994-2012 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011703861