The Covariation of Risk Premiums and Expected Future Spot Exchange Rates | Zendy

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The Covariation of Risk Premiums and Expected Future Spot Exchange Rates

Author(s) -

Robert J. Hodrick,

Sanjay Srivastava

Publication year - 1985

Language(s) - English

Resource type - Reports

DOI - 10.3386/w1749

Subject(s) - econometrics , risk premium , spot contract , economics , business , actuarial science , financial economics , futures contract

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