Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets (Paperback) (ISBN-13: 9783718604159)

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: XXX Hodrick
ISBN-10: 3718604159
ISBN-13: 9783718604159
Publisher: CRC Press
Language: English
Published: 08/25/1987
Pages: 174
Format: Paperback
Weight: 0.52lbs
Size: 8.64h x 5.48w x 0.40d