The covariation of risk premiums and expected future spot exchange rates
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- Robert J. Hodrick & Sanjay Srivastava, 1985. "The Covariation of Risk Premiums and Expected Future Spot Exchange Rates," NBER Working Papers 1749, National Bureau of Economic Research, Inc.
References listed on IDEAS
- Hodrick, Robert J. & Srivastava, Sanjay, 1984.
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"Optimal fiscal and monetary policy in an economy without capital,"
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NBER Chapters,in: Exchange Rate Theory and Practice, pages 121-152
National Bureau of Economic Research, Inc.
- Robert E. Cumby & Maurice Obstfeld, 1982. "International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence," NBER Working Papers 0921, National Bureau of Economic Research, Inc.
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- Meese, Richard A & Singleton, Kenneth J, 1983. "Rational Expectations and the Volatility of Floating Exchange Rates," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 24(3), pages 721-733, October.
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- Fama, Eugene F., 1984. "Forward and spot exchange rates," Journal of Monetary Economics, Elsevier, vol. 14(3), pages 319-338, November.
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- Engel, Charles M., 1984. "Testing for the absence of expected real profits from forward market speculation," Journal of International Economics, Elsevier, vol. 17(3-4), pages 299-308, November.
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