The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets PDF Download

Author: R. Hodrick
Publisher: Routledge
ISBN: 1136455213
Category : Business & Economics
Languages : en
Pages : 185

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Book Description
First Published in 2001. Routledge is an imprint of Taylor & Francis, an informa company.

Author: Robert J. Hodrick
Publisher: CRC Press
ISBN: 1000943380
Category : Mathematics
Languages : en
Pages : 190

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Book Description
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.

Author: Robert J. Hodrick
Publisher:
ISBN: 9780415269070
Category : Foreign exchange futures
Languages : en
Pages : 174

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Book Description

Author: R. J. Hodrick
Publisher:
ISBN:
Category : Foreign exchange
Languages : en
Pages : 174

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Book Description

Author: Barry Goss
Publisher: Routledge
ISBN: 1134975201
Category : Business & Economics
Languages : en
Pages : 240

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Book Description
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.

Author: Khosrow Fatemi
Publisher: Routledge
ISBN: 1136267441
Category : Business & Economics
Languages : en
Pages : 298

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Book Description
The need for continued analysis and evaluation of the international financial system is as pressing now as it was when this book was originally published. This volume provides an in-depth analysis of certain aspects of the international financial system. Specifically it addresses four of the most important financial and monetary issues of the present time: exchange rate, capital markets, international banking and external debt and international financial management.

Author: Khosrow Fatemi
Publisher: Routledge
ISBN: 0415538807
Category : Business & Economics
Languages : en
Pages : 298

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Book Description
The need for continued analysis and evaluation of the international financial system is as pressing now as it was when this book was originally published. This volume provides an in-depth analysis of certain aspects of the international financial system. Specifically it addresses four of the most important financial and monetary issues of the present time: exchange rate, capital markets, international banking and external debt and international financial management.

Author: International Monetary Fund
Publisher: International Monetary Fund
ISBN: 1451946961
Category : Business & Economics
Languages : en
Pages : 40

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Book Description
The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, including balance of payments, monetary and fiscal issues, global liquidity, and national and international economic developments.

Author: Barry Goss
Publisher: Routledge
ISBN: 1135639361
Category : Business & Economics
Languages : en
Pages : 187

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Book Description
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.

Author: Barry Goss
Publisher: Routledge
ISBN: 1134147317
Category : Business & Economics
Languages : en
Pages : 314

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Book Description
The issues of developing country debt crises, increased volatility and risk, and the determination of market liquidity are high on the agendas of policy makers, market participants and researchers in the area of financial markets. These issues are also of major importance to regulators and exchange officials. This book contains a collection of eigh