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Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets PDF

Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets PDF

Name:
Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets PDF

Published Date:
01/01/1987

Status:
[ Active ]

Description:

Publisher:
CRC Press Books

Document status:
Active
Format:
Electronic (PDF)
Delivery time:
10 minutes
Delivery time (for Russian version):
200 business days
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$49.5
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ISBN: 9781000943382

This book presents a critical review of the empirical literature that studies the efficiency of the forward and futures markets for foreign exchange. It provides a useful foundation for research in developing quantitative measures of risk and expected return in international finance. 

Author: Robert J. Hodrick


Edition : 1.
Number of Pages : 190
Published : 01/01/1987
isbn : 9781000943382

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