The covariations of risk premiums and expected future exchange rates
By: by Robert J. Hodrick and Sanjay Srivastava
Contributors: Srivastava, Sanjay, 1957-
Series: Working paper series -- CSFM-97; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-97.
Publisher: Columbia University Business School, Center for the Study of Futures Markets
Published: 1984
Place of publication: New York
Language: eng
Number of pages: 20
Notes: Bibliography: p. 19-20.