| Record ID | marc_columbia/Columbia-extract-20221130-001.mrc:391940302:1243 |
| Source | marc_columbia |
| Download Link | /show-records/marc_columbia/Columbia-extract-20221130-001.mrc:391940302:1243?format=raw |
LEADER: 01243cam a2200289 a 4500
001 312275
005 20220518235502.0
008 850214s1984 nyu 000 0 eng d
035 $a(OCoLC)17380859
035 $a(OCoLC)ocm17380859
035 $a(CStRLIN)NYCG85-B16055
035 $9ABJ7573CU
035 $a(NNC)312275
035 $a312275
040 $aNNC$cNNC
100 1 $aHodrick, Robert J.$0http://id.loc.gov/authorities/names/n86835286
245 14 $aThe covariations of risk premiums and expected future exchange rates /$cby Robert J. Hodrick and Sanjay Srivastava.
260 $aNew York :$bColumbia University Business School, Center for the Study of Futures Markets,$c1984.
300 $a20 pages ;$c28 cm.
336 $atext$2rdacontent
337 $aunmediated$2rdamedia
338 $avolume$2rdacarrier
490 1 $aWorking paper series ;$vCSFM-97
504 $aBibliography: p. 19-20.
700 1 $aSrivastava, Sanjay,$d1957-$0http://id.loc.gov/authorities/names/n86835290
830 0 $aWorking paper series (Columbia University. Center for the Study of Futures Markets) ;$vCSFM-97.
852 00 $boff,bus$hHG6031$i.W6 no.88-97$zBound with other titles; for a complete listing search by the call number using the Call Number search.