The Covariation of Risk Premiums and Expected Future Spot Exchange Rates
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https://www.nber.org/papers/w1749
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资源简介：
Fama(1984) analyzed the variability and the covariation of risk premiums and expected rates of depreciation. We employ three statistical techniques that do not suffer from a potential bias in Fama's analysis, but we nevertheless confirm his findings. In contrast to his interpretation the results are
提供机构：
美国国家经济研究局
创建时间：
1985-10-01
