Instructional dataset, accompanying Econometrics, Fumio Hayashi, Princeton University Press, (c) 2000 Datasets also accessible in ASCII from http://www.e.u-tokyo.ac.jp/~hayashi/datasets.htm Data from the Bekaert-Hodrick paper "On biases in the measurement of foreign exchange risk premiums", J. International Money and Finance, 12, 115-138, 1993. Daily foreign exchange quotations, 778 days, 11 variables. Internally documented.