Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets: Fundamentals of Pure and Applied Economics Series
Autor Robert J. Hodricken Limba Engleză Hardback – 2 oct 2019
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Specificații
ISBN-13: 9781138469778
ISBN-10: 1138469777
Pagini: 190
Dimensiuni: 138 x 216 x 18 mm
Greutate: 0.51 kg
Ediția:1
Editura: CRC Press
Colecția CRC Press
Seria Fundamentals of Pure and Applied Economics Series
ISBN-10: 1138469777
Pagini: 190
Dimensiuni: 138 x 216 x 18 mm
Greutate: 0.51 kg
Ediția:1
Editura: CRC Press
Colecția CRC Press
Seria Fundamentals of Pure and Applied Economics Series
Public țintă
ProfessionalCuprins
1. Introduction 2. Asset Pricing Theory 3. Econometric Tests of the Efficiency Hypothesis: Autocorrelation and Unbiasedness 4. Alternative Interpretations of Rejections of the Unbiasedness Hypothesis 5. Econometric Models of Risk Premiums 6. Evaluation of Forecasts 7. Empirical Investigation of Foreign Currency Futures 8. Conclusions
Descriere
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.