SciencesPo (version 0.11.21)

bhodrick93: Bekaert's and Hodrick's (1993) Data

Description

Data set used by Bekaert and Hodrick (1993) on biases in the measurement of foreign exchange risk premiums.

Usage

data(bhodrick93)

source

Hayashi, F. (2000) Econometrics. Princeton. New Jersey, USA: Princeton University.

http://fmwww.bc.edu/ec-p/data/Hayashi/

References

Bekaert, G., and Hodrick, R. J. (1993) On biases in the measurement of foreign exchange risk premiums. Journal of International Money and Finance, 12(2), 115-138.

Examples

data(bhodrick93)