@inbook{NBERc11378, Crossref = "NBERfren83-1", title = "Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models", author = "Lars Peter Hansen and Robert J. Hodrick", BookTitle = "Exchange Rates and International Macroeconomics", Publisher = "University of Chicago Press", pages = "113-152", year = "1983", URL = "http://www.nber.org/chapters/c11378", } @book{NBERfren83-1, title = "Exchange Rates and International Macroeconomics", author = "Jacob A. Frenkel", institution = "National Bureau of Economic Research", type = "Book", publisher = "University of Chicago Press", year = "1983", URL = "http://www.nber.org/books/fren83-1", }