The empirical evidence on the efficiency of forward and futures foreign exchange markets / Robert J. Hodrick.

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Bibliographic Details
Online Access: Full Text (via Taylor & Francis)
Main Author: Hodrick, Robert J.
Format: eBook
Language:English
Published: Abingdon, Oxon ; New York : Routledge, 2001.
Series:International economics II ; 1.
Subjects:

MARC

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245 1 4 |a The empirical evidence on the efficiency of forward and futures foreign exchange markets /  |c Robert J. Hodrick. 
264 1 |a Abingdon, Oxon ;  |a New York :  |b Routledge,  |c 2001. 
300 |a 1 online resource (viii, 174 pages) 
336 |a text  |b txt  |2 rdacontent. 
337 |a computer  |b c  |2 rdamedia. 
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490 1 |a Fundamentals of pure and applied economics. International economics 2 ;  |v 1. 
500 |a Originally published: Harwood Academic Publishers, 1987. 
504 |a Includes bibliographical references and index. 
505 0 |a 1. Introduction -- 2. Asset pricing theory -- 3. Econometric tests of the efficiency hypothesis : autocorrelation and unbiasedness -- 4. Alternative interpretations of rejections of the unbiasedness hypothesis -- 5. Econometric models of risk premiums -- 6. Evaluation of forecasts -- 7. Empirical investigation of foreign currency futures -- 8. Conclusions. 
588 0 |a Print version record. 
650 0 |a Foreign exchange futures.  |0 http://id.loc.gov/authorities/subjects/sh85051015.  |0 http://id.loc.gov/authorities/subjects/sh85051015. 
650 0 |a Foreign exchange market.  |0 http://id.loc.gov/authorities/subjects/sh91004890.  |0 http://id.loc.gov/authorities/subjects/sh91004890. 
650 7 |a Foreign exchange futures.  |2 fast  |0 (OCoLC)fst00931801. 
650 7 |a Foreign exchange market.  |2 fast  |0 (OCoLC)fst00931809. 
776 0 8 |i Print version:  |a Hodrick, Robert J.  |t Empirical evidence on the efficiency of forward and futures foreign exchange markets  |z 041526913X  |w (OCoLC)49411502. 
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