Understanding the Forward Premium Puzzle: A Microstructure Approach
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- Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2009. "Understanding the Forward Premium Puzzle: A Microstructure Approach," American Economic Journal: Macroeconomics, American Economic Association, vol. 1(2), pages 127-154, July.
- Eichenbaum, Martin & Rebelo, Sérgio & Burnside, Craig, 2007. "Understanding the Forward Premium Puzzle: A Microstructure Approach," CEPR Discussion Papers 6399, C.E.P.R. Discussion Papers.
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More about this item
JEL classification:
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2007-07-27 (Central Banking)
- NEP-DGE-2007-07-27 (Dynamic General Equilibrium)
- NEP-MAC-2007-07-27 (Macroeconomics)
- NEP-MON-2007-07-27 (Monetary Economics)
- NEP-UPT-2007-07-27 (Utility Models and Prospect Theory)
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