Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets
| By: | Robert J. Hodrick |
| Publisher: | Taylor & Francis |
| Print ISBN: | 9783718604159 |
| eText ISBN: | 9781000950021 |
| Edition: | 1 |
| Copyright: | 1987 |
| Format: | Reflowable |
180 Days - $70.13
Expires on Nov 16, 2026
eBook Features
Instant Access
Purchase and read your book immediately
Read Offline
Access your eTextbook anytime and anywhere
Study Tools
Built-in study tools like highlights and more
Read Aloud
Listen and follow along as Bookshelf reads to you
Details
Table of Contents
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.