The Efficiency Of Foreign Exchange Futures Markets In Turbulent And Non Turbulent Periods
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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.
Author | : Linda Allen |
Publisher | : John Wiley & Sons |
Total Pages | : 804 |
Release | : 1997-01-31 |
Genre | : Business & Economics |
ISBN | : 0471130494 |
Intended for Junior/Senior/MBA course in Financial Markets, Capital Markets and Institutions. Using an international focus, this text integrates the financial markets with the activities of financial intermediaries. This approach enables students to understand the role of financial intermediaries in the development of financial markets. Throughout the text, the emphasis is on "how things are done on the street." The origins, major participants, pricing and settlements and typical transactions for all financial markets are also included.
Author | : A. G. Malliaris |
Publisher | : Edward Elgar Publishing |
Total Pages | : 440 |
Release | : 1997 |
Genre | : Business & Economics |
ISBN | : |
A collection of 70 influential articles which cover a range of topics, including stock indexes, arbitrage, portfolio insurance, volatility and the October 1987 crash, price distributions, theories and determinants of hedging, portfolio selection with futures, institutions, market characteristics, speculation, pricing, efficiency, interest rates and insurance, and foreign currencies. In addition, the editor has written introductory essays for each volume which analyze speculation and hedging, explore the relatively new idea that futures markets can be modelled as chaotic processes, and demystify financial futures while presenting evidence of their benefits. No subject index. Annotation copyright by Book News, Inc., Portland, OR
Author | : Jörg Biethahn |
Publisher | : Springer Science & Business Media |
Total Pages | : 384 |
Release | : 2012-12-06 |
Genre | : Business & Economics |
ISBN | : 3642612172 |
Evolutionary Algorithms (EA) are powerful search and optimisation techniques inspired by the mechanisms of natural evolution. They imitate, on an abstract level, biological principles such as a population based approach, the inheritance of information, the variation of information via crossover/mutation, and the selection of individuals based on fitness. The most well-known class of EA are Genetic Algorithms (GA), which have received much attention not only in the scientific community lately. Other variants of EA, in particular Genetic Programming, Evolution Strategies, and Evolutionary Programming are less popular, though very powerful too. Traditionally, most practical applications of EA have appeared in the technical sector. Management problems, for a long time, have been a rather neglected field of EA-research. This is surprising, since the great potential of evolutionary approaches for the business and economics domain was recognised in pioneering publications quite a while ago. John Holland, for instance, in his seminal book Adaptation in Natural and Artificial Systems (The University of Michigan Press, 1975) identified economics as one of the prime targets for a theory of adaptation, as formalised in his reproductive plans (later called Genetic Algorithms).
Author | : |
Publisher | : |
Total Pages | : 884 |
Release | : 1996 |
Genre | : Econometrics |
ISBN | : |
Author | : R.W. Jones |
Publisher | : Elsevier |
Total Pages | : 640 |
Release | : 1984 |
Genre | : Business & Economics |
ISBN | : 0444867937 |
This Handbook adopts a traditional definition of the subject, and focuses primarily on the explanation of international transactions in goods, services, and assets, and on the main domestic effects of those transactions. The first volume deals with the "real side" of international economics. It is concerned with the explanation of trade and factor flows, with their main effects on goods and factor prices, on the allocation of resources and income distribution and on economic welfare, and also with the effects on national policies designed explicitly to influence trade and factor flows. In other words, it deals chiefly with microeconomic issues and methods. The second volume deals with the "monetary side" of the subject. It is concerned with the balance of payments adjustment process under fixed exchange rates, with exchange rate determination under flexible exchange rates, and with the domestic ramifications of these phenomena. Accordingly, it deals mainly with economic issues, although microeconomic methods are frequently utilized, especially in work on expectations, asset markets, and exchange rate behavior. For more information on the Handbooks in Economics series, please see our home page on http://www.elsevier.nl/locate/hes
Author | : |
Publisher | : |
Total Pages | : 68 |
Release | : 1984 |
Genre | : Economics |
ISBN | : |
Author | : Theodore Bos |
Publisher | : JAI Press(NY) |
Total Pages | : 256 |
Release | : 1994 |
Genre | : Business & Economics |
ISBN | : |
This eleventh volume in the series on research in international business and finance deals with studies in the financial markets of the Pacific Basin. Topics covered by the book include emerging Asian equity markets and the money markets of the area.
Author | : Jean Louis Heck |
Publisher | : |
Total Pages | : 498 |
Release | : 1996 |
Genre | : Business & Economics |
ISBN | : 9780070277908 |
Author | : Debra Ann Glassman |
Publisher | : |
Total Pages | : 552 |
Release | : 1980 |
Genre | : Commodity exchanges |
ISBN | : |