Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models

Lars Peter Hansen & Robert J. Hodrick
Published Date
Copyright 1983
ISBN 0226262502
Book: Exchange Rates and International Macroeconomics
Book editor: Jacob A. Frenkel
PUBLISHER: University of Chicago Press
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  • Lars Peter Hansen and Robert J. Hodrick, Exchange Rates and International Macroeconomics (University of Chicago Press, 1983), chap. 4, https://www.nber.org/books-and-chapters/exchange-rates-and-international-macroeconomics/risk-averse-speculation-forward-foreign-exchange-market-econometric-analysis-linear-models.

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