Author : R. Hodrick
Publisher : Routledge
Page : 185 pages
File Size : 46,94 MB
Release : 2014-05-01
Category : Business & Economics
ISBN : 1136455213
First Published in 2001. Routledge is an imprint of Taylor & Francis, an informa company.
Author : Robert J. Hodrick
Publisher : CRC Press
Page : 190 pages
File Size : 44,25 MB
Release : 2023-08-18
Category : 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.
Author : Yoon Dokko
Publisher :
Page : 60 pages
File Size : 44,72 MB
Release : 1977
Category :
ISBN :
Author : Bagher Modjtahedi
Publisher :
Page : 346 pages
File Size : 11,18 MB
Release : 1984
Category :
ISBN :
Author : Craig Hakkio
Publisher : Routledge
Page : 100 pages
File Size : 12,26 MB
Release : 2017-04-21
Category : Business & Economics
ISBN : 1351801686
Originally published in 1984. This book examines two important dimensions of efficiency in the foreign exchange market using econometric techniques. It responds to the macroeconomics trend to re-examining the theories of exchange rate determination following the erratic behaviour of exchange rates in the late 1970s. In particular the text looks at the relation between spot and forward exchange rates and the term structure of the forward premium, both of which require a joint test of market efficiency and the equilibrium model. Approaches used are the regression of spot rates on lagged forward rates and an explicit time series analysis of the spot and forward rates, using data from Canada, the United Kingdom, the Netherlands, Switzerland and Germany.
Author : R. J. Hodrick
Publisher :
Page : 174 pages
File Size : 32,59 MB
Release : 1987
Category : Foreign exchange
ISBN :
Author : Paul Einzig
Publisher : London : Macmillan
Page : 40 pages
File Size : 25,6 MB
Release : 1932
Category : Banks and banking
ISBN :
Author : Robert J. Hodrick
Publisher :
Page : 0 pages
File Size : 12,42 MB
Release : 2018
Category : 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.
Author : Brendan Brown
Publisher : Routledge
Page : 170 pages
File Size : 48,56 MB
Release : 2017-04-21
Category : Business & Economics
ISBN : 1351802135
Originally published in 1983. With the prevailing uncertainties and wild fluctuation in exchange values at the time, the forward market in foreign exchange had become a vital issue for both governments and business corporations. This book by an expert practitioner in foreign exchange dealing describes how the forward market functions and analyses the constituent elements in its behaviour. The two principal types of foreign exchange deal are examined; forward outright and swap, and explanations are given of how both operate. The linkage between forward rates and interest rates is also considered and the book investigates what factors cause deviation from parity conditions. In addition, there is a discussion of political risk and the forward contract and the role of speculation in forward exchange as well as the methods of hedging.
Author : Jerome L. Stein
Publisher : Princeton, N. J. : International Finance Section, Department of Economics, Princeton University
Page : 66 pages
File Size : 19,58 MB
Release : 1962
Category : Business & Economics
ISBN :
