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Author : R. Hodrick
Publisher : Routledge
Page : 185 pages
File Size : 47,9 Mb
Release : 2014-05-01
Category : Business & Economics
ISBN : 9781136455216
First Published in 2001. Routledge is an imprint of Taylor & Francis, an informa company.
Author : Robert J. Hodrick
Publisher : CRC Press
Page : 198 pages
File Size : 50,6 Mb
Release : 2023-08-18
Category : Mathematics
ISBN : 9781000950021
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 : Robert J. Hodrick
Publisher : Unknown
Page : 0 pages
File Size : 51,7 Mb
Release : 2018
Category : MATHEMATICS
ISBN : 1003420389
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 : R. J. Hodrick
Publisher : Unknown
Page : 174 pages
File Size : 46,7 Mb
Release : 1987
Category : Foreign exchange
ISBN : OCLC:732873459
Author : Daniel Raymond Gerland,Robert T. Aubey
Publisher : Unknown
Page : 382 pages
File Size : 43,8 Mb
Release : 1981
Category : Foreign exchange futures
ISBN : WISC:89010957124
Author : Barry Goss
Publisher : Routledge
Page : 187 pages
File Size : 50,7 Mb
Release : 2013-05-13
Category : Business & Economics
ISBN : 9781135639365
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.
Author : Richard T. Baillie,Patrick C. McMahon
Publisher : Cambridge University Press
Page : 280 pages
File Size : 44,8 Mb
Release : 1989
Category : Business & Economics
ISBN : 0521396905
The flotation of exchange rates in the early 1970s saw a significant increase in the importance of foreign exchange markets and in the interest shown in them. Apart from the consequent institutional changes, this period also witnessed a revolution in macroeconomic analysis and finance theory based on the concept of rational expectations. This book provides an integrated approach to recent developments in the understanding of foreign exchange markets. It begins by charting the institutional background and looks at the recent history of movements in some of the major exchange rates. The theoretical sections focus on the economic and finance theory of the asset market approach, the macroeconomic models developed from this approach, and on interest rate parity theory. The empirical chapters draw on the authors' own research from a high quality set of exchange rate and interest rate data. The statistical properties of exchange rates are analysed; the relationship between spot and forward rates is examined; and the modelling and impact of new information on the forward and spot relationship is considered. The final chapter is devoted to the estimation and testing of exchange rate models.
Author : Jerome L. Stein
Publisher : Princeton, N. J. : International Finance Section, Department of Economics, Princeton University
Page : 66 pages
File Size : 45,9 Mb
Release : 1962
Category : Business & Economics
ISBN : UOM:49015001167411
Author : Steven W. Kohlhagen
Publisher : Unknown
Page : 64 pages
File Size : 49,9 Mb
Release : 1978
Category : Foreign exchange
ISBN : UOM:35128000258499
Author : Brendan Brown
Publisher : Routledge
Page : 158 pages
File Size : 42,9 Mb
Release : 2017-04-21
Category : Business & Economics
ISBN : 9781351802147
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 : Barry Goss
Publisher : Routledge
Page : 240 pages
File Size : 52,9 Mb
Release : 2005-10-09
Category : Business & Economics
ISBN : 9781134975204
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.
Author : Barry Goss
Publisher : Routledge
Page : 252 pages
File Size : 53,5 Mb
Release : 2005-10-09
Category : Business & Economics
ISBN : 9781134975211
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.
Author : Khosrow Fatemi,Dominick Salvatore
Publisher : Routledge
Page : 298 pages
File Size : 52,5 Mb
Release : 2012-10-12
Category : Business & Economics
ISBN : 9781136267444
The need for continued analysis and evaluation of the international financial system is as pressing now as it was when this book was originally published. This volume provides an in-depth analysis of certain aspects of the international financial system. Specifically it addresses four of the most important financial and monetary issues of the present time: exchange rate, capital markets, international banking and external debt and international financial management.
Author : Khosrow Fatemi,Salvatore, Dominick,Dominick Salvatore
Publisher : Routledge
Page : 298 pages
File Size : 51,8 Mb
Release : 2012-05-25
Category : Business & Economics
ISBN : 9780415538800
The need for continued analysis and evaluation of the international financial system is as pressing now as it was when this book was originally published. This volume provides an in-depth analysis of certain aspects of the international financial system. Specifically it addresses four of the most important financial and monetary issues of the present time: exchange rate, capital markets, international banking and external debt and international financial management.
Author : International Monetary Fund
Publisher : International Monetary Fund
Page : 40 pages
File Size : 54,7 Mb
Release : 1989-12-29
Category : Business & Economics
ISBN : 9781451946963
The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, including balance of payments, monetary and fiscal issues, global liquidity, and national and international economic developments.