THE COVARIATION OF RISK PREMIUMS AND EXPECTED FUTURE SPOT EXCHANGE-RATES

被引:60
作者
HODRICK, RJ [1 ]
SRIVASTAVA, S [1 ]
机构
[1] CARNEGIE MELLON UNIV,GRAD SCH IND ADM,PITTSBURGH,PA 15213
关键词
D O I
10.1016/0261-5606(86)90015-X
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:S5 / S21
页数:17
相关论文
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