EconPapers    
Economics at your fingertips  
 

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
References: Add references at CitEc
Citations: View citations in EconPapers (64) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/B6V9S ... 182d54dff1572f6e2536
Full text for ScienceDirect subscribers only

Related works:
Working Paper: The Covariation of Risk Premiums and Expected Future Spot Exchange Rates (1985) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jimfin:v:5:y:1986:i:1:p:s5-s21

Access Statistics for this article

Journal of International Money and Finance is currently edited by J. R. Lothian

More articles in Journal of International Money and Finance from Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

 
Page updated 2019-08-13
Handle: RePEc:eee:jimfin:v:5:y:1986:i:1:p:s5-s21