Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets
Robert J. Hodrick
Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets - 1 - CRC Press 19870825 - 174 p
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.
9783718604159
Taylor & Francis GBP 71.99 BB
Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets - 1 - CRC Press 19870825 - 174 p
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.
9783718604159
Taylor & Francis GBP 71.99 BB