NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

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

Lars Peter Hansen, Robert J. Hodrick

Chapter in NBER book Exchange Rates and International Macroeconomics (1983), Jacob A. Frenkel, ed. (p. 113 - 152)
Published in 1983 by University of Chicago Press
© 1983 by the National Bureau of Economic Research

download in pdf format
   (475 K)

email paper

This paper is available as PDF (475 K) or via email.

Machine-readable bibliographic record - MARC, RIS, BibTeX

Users who downloaded this chapter also downloaded these:
Jorion Risk and Turnover in the Foreign Exchange Market
Mussa The Theory of Exchange Rate Determination
Eaton and Turnovsky w1138 The Forward Exchange Market, Speculation, and Exchange Market Intervention
Frenkel and Mussa w0476 Efficiency of Foreign Exchange Markets and Measures of Turbulence
Hodrick and Srivastava w1180 An Investigation of Risk and Return in Forward Foreign Exchange
 
Publications
Activities
Meetings
NBER Videos
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us