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Bekaert-Hodrick93

Fumio Hayashi

Instructional Stata datasets for econometrics from Boston College Department of Economics

Abstract: Instructional dataset, accompanying Econometrics, Fumio Hayashi, Princeton University Press, (c) 2000 Datasets also accessible in ASCII from http://www.e.u-tokyo.ac.jp/~hayashi/datasets.htm Data from the Bekaert-Hodrick paper "On biases in the measurement of foreign exchange risk premiums", J. International Money and Finance, 12, 115-138, 1993. Daily foreign exchange quotations, 778 days, 11 variables. Internally documented.

New Economics Papers: this item is included in nep-fmk and nep-ifn
Date: 2000
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http://fmwww.bc.edu/ec-p/data/hayashi/bhodrick93.dta Stata v7.0 web-accessible dataset

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