Author: Robert J. Hodrick
Publisher: CRC Press
Published: 2023-08-18
Total Pages: 190
ISBN-13: 1000943380
DOWNLOAD EBOOK →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. Hodrick
Publisher: Routledge
Published: 2014-05-01
Total Pages: 131
ISBN-13: 1136455280
DOWNLOAD EBOOK →Robert Hodrick provides a foundation for developing quantitive measures of risk and expected return in international finance.
Author: John F. Bilson
Publisher: University of Chicago Press
Published: 2007-12-01
Total Pages: 542
ISBN-13: 0226050998
DOWNLOAD EBOOK →This volume grew out of a National Bureau of Economic Research conference on exchange rates held in Bellagio, Italy, in 1982. In it, the world's most respected international monetary economists discuss three significant new views on the economics of exchange rates - Rudiger Dornbusch's overshooting model, Jacob Frenkel's and Michael Mussa's asset market variants, and Pentti Kouri's current account/portfolio approach. Their papers test these views with evidence from empirical studies and analyze a number of exchange rate policies in use today, including those of the European Monetary System.
Author: Mohammad Tawfik Ramtoolah
Publisher:
Published: 1983
Total Pages: 388
ISBN-13:
DOWNLOAD EBOOK →Author: Thomas Oberlechner
Publisher: John Wiley & Sons
Published: 2005-07-08
Total Pages: 278
ISBN-13: 0470012013
DOWNLOAD EBOOK →This book demystifies the foreign exchange market by focusing on the people who comprise it. Drawing on the expertise of the very professionals whose decisions help shape the market, Thomas Oberlechner describes the highly interdependent relationship between financial decision makers and news providers, showing that the assumption that the foreign exchange market is purely economic and rational has to be replaced by a more complex market psychology.