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

By:

Robert J. Hodrick

Language: English Publication details: CRC Press 19870825Edition: 1Description: 174 pISBN:

9783718604159

Summary: 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.

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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.

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