Forward and Spot Exchange Rates” by Fama (1984)Revisited
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References listed on IDEAS
- Kenneth A. Froot & Jeffrey A. Frankel, 1989.
"Forward Discount Bias: Is it an Exchange Risk Premium?,"
The Quarterly Journal of Economics,
Oxford University Press, vol. 104(1), pages 139-161.
- Kenneth A. Froot and Jeffrey A. Frankel., 1988. "Forward Discount Bias: Is It an Exchange Risk Premium?," Economics Working Papers 8874, University of California at Berkeley.
- Froot, Kenneth A. & Frankel, Jeffrey A., 1988. "Forward Discount Bias: Is It an Exchange Risk Premium?," Department of Economics, Working Paper Series qt5w65g4zg, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Hodrick, Robert J. & Srivastava, Sanjay, 1986.
"The covariation of risk premiums and expected future spot exchange rates,"
Journal of International Money and Finance,
Elsevier, vol. 5(1, Supple), pages 5-21, March.
- 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.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Aziz Chouikh & Abdelwahed Trabelsi, 2014. "The Determinants of Risk Premia in Forward Foreign Exchange (FX) Markets," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 5(2), pages 19-28, April.
More about this item
KeywordsForward and spot exchange rates;
- F3 - International Economics - - International Finance
- F4 - International Economics - - Macroeconomic Aspects of International Trade and Finance
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