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JEL: F47 - Forecasting and Simulation: Models and Applications
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Journal Article
The PPP View of Multihorizon Currency Risk Premiums
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Mikhail Chernov and Drew Creal
The Review of Financial Studies, Volume 34, Issue 6, June 2021, Pages 2728–2772, https://doi.org/10.1093/rfs/hhaa114
Published: 29 September 2020
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