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

★★★★★
★★★★★

English

By (author): Robert J. Hodrick xxx Hodrick

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. See more
€217.00
A01=Robert J. HodrickA01=xxx HodrickAge Group_UncategorizedAuthor_Robert J. HodrickAuthor_xxx Hodrickautomatic-updateCanadian DollarCategory1=Non-FictionCategory=KCHCategory=KCHSConditional Capital Asset Pricing ModelConditional ExpectationConditional HeteroscedasticityConditional HomoscedasticityCOP=United KingdomDay's Futures PriceDelivery_Pre-ordereq_business-finance-laweq_isMigrated=2eq_non-fictionFilter RuleForward Exchange RateForward PremiumForward RateFuture Spot RateFutures Foreign Exchange MarketsFutures PricesGMM EstimatorInternational Asset Pricing ModelsIntertemporal Marginal RateLanguage_EnglishLucas ModelOLS RegressionOut-of Sample ExperimentPA=Temporarily unavailablePrice_€100 and abovePS=ActiveRisk PremiumSerial CorrelationsoftlaunchStatic Capital Asset Pricing ModelTime Varying Risk PremiumUK PoundUnbiasedness Hypothesis

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Product Details
  • Weight: 510g
  • Dimensions: 138 x 216mm
  • Publication Date: 02 Oct 2019
  • Publisher: Taylor & Francis Ltd
  • Publication City/Country: GB
  • Language: English
  • ISBN13: 9781138469778

About Robert J. Hodrickxxx Hodrick

Robert J. Hodrick

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