The covariation of risk premiums and expected future spot exchange rates-Reference-Cited by-同舟云学术

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The covariation of risk premiums and expected future spot exchange rates

Published:1986-03 Issue: Volume:5 Page:S5-S21
ISSN:0261-5606
Container-title:Journal of International Money and Finance
language:en
Short-container-title:Journal of International Money and Finance

Author:

Hodrick Robert J.,Srivastava Sanjay

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference28 articles.

1. The Statistical Analysis of Time Series;Anderson,1971

2. The Role of Securities in the Optimal Allocation of Risk-Bearing;Arrow;Review of Economic Studies,1964

3. The Speculative Efficiency Hypothesis;Bilson;Journal of Business,1981

4. International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence;Cumby,1984

5. Theory of Value;Debreu,1959

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