000 00984 a2200277 4500
001 3718604159
005 20250317100358.0
008 250312041987xx eng
020 _a9783718604159
037 _bTaylor & Francis
_cGBP 71.99
_fBB
040 _a01
041 _aeng
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072 7 _a332.45
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100 1 _aRobert J. Hodrick
245 1 0 _aEmpirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets
250 _a1
260 _bCRC Press
_c19870825
300 _a174 p
520 _bThis 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.
999 _c906
_d906