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

Robert J Hodrick author

Format:Paperback

Publisher:Harwood-Academic Publishers

Published:25th Aug '87

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

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.

ISBN: 9783718604159

Dimensions: unknown

Weight: 226g

174 pages