Empirical Evidence On The Efficiency Of Forward And Futures Foreign Exchange Markets
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The Empirical Evidence On The Efficiency Of Forward And Futures Foreign Exchange Markets
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Author : R. Hodrick
language : en
Publisher: Routledge
Release Date : 2014-05-01
The Empirical Evidence On The Efficiency Of Forward And Futures Foreign Exchange Markets written by R. Hodrick and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-01 with Business & Economics categories.
First Published in 2001. Routledge is an imprint of Taylor & Francis, an informa company.
Empirical Evidence On The Efficiency Of Forward And Futures Foreign Exchange Markets
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Author : Robert J. Hodrick
language : en
Publisher: CRC Press
Release Date : 2023-08-18
Empirical Evidence On The Efficiency Of Forward And Futures Foreign Exchange Markets written by Robert J. Hodrick and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-08-18 with Mathematics categories.
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.
Empirical Evidence On The Efficiency Of Forward And Futures Foreign Exchange Markets
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Author : R. J. Hodrick
language : en
Publisher:
Release Date : 1987
Empirical Evidence On The Efficiency Of Forward And Futures Foreign Exchange Markets written by R. J. Hodrick and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with Foreign exchange categories.
The Empirical Evidence On The Efficiency Of Forward And Futures Foreign Exchange Markets
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Author : Robert J. Hodrick
language : en
Publisher:
Release Date : 2018
The Empirical Evidence On The Efficiency Of Forward And Futures Foreign Exchange Markets written by Robert J. Hodrick and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with MATHEMATICS categories.
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.
Models Of Futures Markets
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Author : Barry Goss
language : en
Publisher: Routledge
Release Date : 2013-05-13
Models Of Futures Markets written by Barry Goss and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-05-13 with Business & Economics categories.
This volume presents an entirely new analysis of the economics of futures markets, that will be of interest to both specialists in the area and the generalist economist seeking a new perspective. Through a combination of theoretical investigation and empirical application, three important themes are explored: the gains from futures trading and the efforts of emerging markets to reap these benefits; rationality and rival hypotheses of trader behaviour, such as noise trading; and the effect of regulatory tools on price formation.
Empirical Evidence On The Efficiency Of Forward And Futures Foreign Exchange Markets
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Author : Robert J. Hodrick
language : en
Publisher: CRC Press
Release Date : 2023-08-18
Empirical Evidence On The Efficiency Of Forward And Futures Foreign Exchange Markets written by Robert J. Hodrick and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-08-18 with Mathematics categories.
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.
Foreign Currency Futures
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Author : Daniel Raymond Gerland
language : en
Publisher:
Release Date : 1981
Foreign Currency Futures written by Daniel Raymond Gerland and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1981 with Foreign exchange futures categories.
Rational Expectations And Efficiency In Futures Markets
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Author : Barry Goss
language : en
Publisher: Routledge
Release Date : 2005-10-09
Rational Expectations And Efficiency In Futures Markets written by Barry Goss and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-10-09 with Business & Economics categories.
Do traders in futures markets make use of all relevant information and is this reflected in prices? This collection of original essays by a team of international economists considers these and other questions central to futures markets.
Efficiency Of The Foreign Exchange Market Theory And Empirical Evidence
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Author : N. C. P. Tang
language : en
Publisher:
Release Date : 1997
Efficiency Of The Foreign Exchange Market Theory And Empirical Evidence written by N. C. P. Tang and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with categories.
The Forward Market In Foreign Exchange
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Author : Brendan Brown
language : en
Publisher: Routledge
Release Date : 2017-04-21
The Forward Market In Foreign Exchange written by Brendan Brown and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-04-21 with Business & Economics categories.
Originally published in 1983. With the prevailing uncertainties and wild fluctuation in exchange values at the time, the forward market in foreign exchange had become a vital issue for both governments and business corporations. This book by an expert practitioner in foreign exchange dealing describes how the forward market functions and analyses the constituent elements in its behaviour. The two principal types of foreign exchange deal are examined; forward outright and swap, and explanations are given of how both operate. The linkage between forward rates and interest rates is also considered and the book investigates what factors cause deviation from parity conditions. In addition, there is a discussion of political risk and the forward contract and the role of speculation in forward exchange as well as the methods of hedging.