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

Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets
Author: Robert J. Hodrick
Publisher: CRC Press
Total Pages: 198
Release: 2023-08-18
Genre: Mathematics
ISBN: 1000950026

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.

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

The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets
Author: Robert J. Hodrick
Publisher:
Total Pages: 0
Release: 2018
Genre: MATHEMATICS
ISBN: 9781003420385

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.

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

Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets
Author: Robert J. Hodrick
Publisher: CRC Press
Total Pages: 190
Release: 2023-08-18
Genre: Mathematics
ISBN: 1000943380

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.

Models of Futures Markets

Models of Futures Markets
Author: Barry Goss
Publisher: Routledge
Total Pages: 187
Release: 2013-05-13
Genre: Business & Economics
ISBN: 1135639361

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.

Rational Expectations and Efficiency in Futures Markets

Rational Expectations and Efficiency in Futures Markets
Author: Barry Goss
Publisher: Routledge
Total Pages: 252
Release: 2005-10-09
Genre: Business & Economics
ISBN: 113497521X

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.

Rational Expectations and Efficiency in Futures Markets

Rational Expectations and Efficiency in Futures Markets
Author: Barry Goss
Publisher: Routledge
Total Pages: 240
Release: 2005-10-09
Genre: Business & Economics
ISBN: 1134975201

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.