Rational Inattention: A Solution to the Forward Discount Puzzle
Year of publication: |
2005-09
|
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Authors: | Bacchetta, Philippe ; Wincoop, Eric van |
Institutions: | Swiss Finance Institute |
Subject: | forward discount puzzle | excess return predictability | rational |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | E44 - Financial Markets and the Macroeconomy ; F31 - Foreign Exchange ; F37 - International Finance Forecasting and Simulation ; G1 - General Financial Markets |
Source: |
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Rational Inattention: A Solution to the Forward Discount Puzzle
Bacchetta, Philippe, (2005)
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