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, editor (p. 113 - 152)
Published in 1983 by University of Chicago Press
© 1983 by the National Bureau of Economic Research

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