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

By: Robert J. Hodrick (Author)

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Ksh 40,800.00

Format: Hardback or Cased Book

ISBN-13: 9781138469778

Publisher: Taylor & Francis Ltd

Publication Date: Oct 2nd, 2019

Dimension: 21.60 x 13.80 x 34.00 cms

Category: Economic statistics

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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.

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