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Replication data for: Understanding the Forward Premium Puzzle: A Microstructure Approach
Craig Burnside
(Creator)
Martin S Eichenbaum
(Creator)
Sergio Rebelo
(Creator)
Northwestern University
Economics
Finance
Dataset
Overview
Research Output
(1)
Research output
Research Output per year
2009
2009
2009
1
Article
Research Output per year
Research Output per year
1 results
Publication Year, Title
(descending)
Publication Year, Title
(ascending)
Title
Type
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Article
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2009
Understanding the forward premium puzzle: A microstructure approach
Burnside, C.,
Eichenbaum, M.
&
Rebelo, S.
,
Aug 1 2009
,
In:
American Economic Journal: Macroeconomics.
1
,
2
,
p. 127-154
28 p.
Research output
:
Contribution to journal
›
Article
›
peer-review
Open Access
Public Information
100%
Adverse Selection Risk
100%
Microstructure Approach
100%
Forward Premium Puzzle
100%
Equity Premium Puzzle
100%
53
Scopus citations