Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets
| Author | : Robert J. Hodrick |
| Publisher | : CRC Press |
| Total Pages | : 190 |
| Release | : 2023-08-18 |
| ISBN-10 | : 9781000943382 |
| ISBN-13 | : 1000943380 |
| Rating | : 4/5 (82 Downloads) |
Book Synopsis Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets by : Robert J. Hodrick
Download or read book Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets written by Robert J. Hodrick and published by CRC Press. This book was released on 2023-08-18 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
