The covariation of risk premiums and expected future spot exchange rates

Robert Hodrick () and Sanjay Srivastava

Journal of International Money and Finance, 1986, vol. 5, issue 1, Supplement, S5-S21

Date: 1986
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Working Paper: The Covariation of Risk Premiums and Expected Future Spot Exchange Rates (1985)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jimfin:v:5:y:1986:i:1:p:s5-s21

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