Empirical evidence on the efficiency of forward and futures foreign exchange markets
Auteur :
Hodrick, Robert J.
Éditeur :
Taylor & Francis Ltd
ISBN :
9781138469778
Date de publication :
2 oct. 2019
Dimensions :
21,6 x 13,8 cm
Poids :
340 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.