Empirical evidence on the efficiency of forward and futures foreign exchange markets. (2023)
- Record Type:
- Book
- Title:
- Empirical evidence on the efficiency of forward and futures foreign exchange markets. (2023)
- Main Title:
- Empirical evidence on the efficiency of forward and futures foreign exchange markets
- Further Information:
- Note: Robert J. Hodrick.
- Authors:
- Hodrick, Robert J
- Contents:
- 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
- Edition:
- 1st
- Publisher Details:
- Boca Raton : CRC Press
- Publication Date:
- 2023
- Extent:
- 1 online resource
- Subjects:
- 332.45
Foreign exchange futures
Foreign exchange
Foreign exchange futures -- Mathematical models
Foreign exchange -- Mathematical models - Languages:
- English
- ISBNs:
- 9781000950021
- Related ISBNs:
- 9781000943382
- Notes:
- Note: Description based on CIP data; resource not viewed.
- Access Rights:
- Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
- Access Usage:
- Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD.DS.810541
- Ingest File:
- 21_027.xml