Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets
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. Les mer
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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.
Detaljer
- Forlag
- CRC Press
- Innbinding
- Innbundet
- Språk
- Engelsk
- Sider
- 190
- ISBN
- 9781138469778
- Utgivelsesår
- 2019
- Format
- 22 x 14 cm