bookMay 1, 2014Closed access

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

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Abstract

Robert Hodrick provides a foundation for developing quantitive measures of risk and expected return in international finance.

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615
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14.68
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Authors

1

Topics & keywords

Keywords
  • Futures contract
  • Foreign exchange
  • Empirical evidence
  • Forward market
  • Market efficiency
  • Economics
  • Financial economics
  • Foreign exchange market
UN Sustainable Development Goals
  • Partnerships for the goals
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