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Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets

About 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.

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  • Language:
  • English
  • ISBN:
  • 9781138469778
  • Binding:
  • Hardback
  • Pages:
  • 190
  • Published:
  • October 1, 2019
  • Dimensions:
  • 138x216x0 mm.
  • Weight:
  • 510 g.
Delivery: 2-3 weeks
Expected delivery: March 21, 2025

Description of 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.

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