The Covariation of Risk Premiums and Expected Future Spot Exchange Rates
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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
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美国国家经济研究局创建时间：
1985-10-01
