Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle (AER 2010)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Philippe Bacchetta, Eric van Wincoop Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle AER 2010 3 870-904 F31, G11, G15 -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
1 - accessible on journal website 1 - accessible on journal website 1 - accessible on journal website Ordinary least squares (OLS), Seemingly unrelated regressions (SUR), Newey-West standard errors - interest rates as quoted in London Euromarket from, Datastream, (Thomson Financial), 25 years of data for 5 currencies - MATLAB, GAUSS

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement

References

DOI: 10.1257/aer.100.3.870 IDEAS: a/aea/aecrev/v100y2010i3p870-904.html EconPapers: RePEc:aea:aecrev:v:100:y:2010:i:3:p:870-904


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