The Forward Premium Puzzle in a Two-Country World
NBER Working Paper No. 17564
---- Acknowledgments ----
I am grateful to Fernando Alvarez, Dave Backus, Thomas Baranga, John Cochrane, Darrell Due, Bernard Dumas, Lars Hansen, Bruce Lehmann, Robert Lucas, Monika Piazzesi, Roberto Rigobon, Martin Schneider, Nancy Stokey, and Harald Uhlig, and to seminar participants at Central European University, the University of Chicago, the Stanford Institute for Theoretical Economics conference, Stanford GSB, and UCSD for their comments. The views expressed herein are those of the author and do not necessarily reflect the views of the National Bureau of Economic Research.