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Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets (Hardcover): Xxx Hodrick Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets (Hardcover)
Xxx Hodrick
R5,198 Discovery Miles 51 980
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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.

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