Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets PDF Download
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Author: Robert J. Hodrick
Publisher: CRC Press
ISBN: 1000943380
Category : Mathematics
Languages : en
Pages : 190
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Book Description
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: Robert J. Hodrick
Publisher: CRC Press
ISBN: 1000943380
Category : Mathematics
Languages : en
Pages : 190
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Book Description
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
ISBN: 1136455213
Category : Business & Economics
Languages : en
Pages : 185
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Book Description
First Published in 2001. Routledge is an imprint of Taylor & Francis, an informa company.
Author: Robert J. Hodrick
Publisher:
ISBN: 9781003420385
Category : MATHEMATICS
Languages : en
Pages : 0
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Book Description
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: Richard T. Baillie
Publisher: Cambridge University Press
ISBN: 9780521396905
Category : Business & Economics
Languages : en
Pages : 280
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Book Description
The flotation of exchange rates in the early 1970s saw a significant increase in the importance of foreign exchange markets and in the interest shown in them. Apart from the consequent institutional changes, this period also witnessed a revolution in macroeconomic analysis and finance theory based on the concept of rational expectations. This book provides an integrated approach to recent developments in the understanding of foreign exchange markets. It begins by charting the institutional background and looks at the recent history of movements in some of the major exchange rates. The theoretical sections focus on the economic and finance theory of the asset market approach, the macroeconomic models developed from this approach, and on interest rate parity theory. The empirical chapters draw on the authors' own research from a high quality set of exchange rate and interest rate data. The statistical properties of exchange rates are analysed; the relationship between spot and forward rates is examined; and the modelling and impact of new information on the forward and spot relationship is considered. The final chapter is devoted to the estimation and testing of exchange rate models.
Author: Marta Peris-Ortiz
Publisher: Springer
ISBN: 3319088882
Category : Business & Economics
Languages : en
Pages : 278
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Book Description
Since the 2008 economic crisis, small and medium-sized enterprises (SMEs) have faced serious financial problems and have been looking to financial institutions and governments for solutions and new proposals to address these issues. This book examines the new challenge in which firms receive sustainable funding that is in alignment with the company’s spending capacity. The purpose of this book is to examine the main theoretical issues and practices regarding entrepreneurship and finance and their impact on performance, innovation and economic growth. It analyzes the fundamental aspects of entrepreneurship and studies ways in which financial institutions can better fulfill their primary function of feeding capital to businesses and the economy as a whole. Entrepreneurship and finance are fundamental to achieving success in economic and social activities. SMEs’ existence and development depend on the initiatives of entrepreneurship and access to resources, especially those of a financial nature. During the recent economic crisis, several new financing instruments have appeared, especially with structures designed for helping SMEs make their way out of the recession. This book explores some of these tools in various global economies, such as France and Spain, providing an international, multidimensional perspective.
Author: Xin Xie
Publisher: John Wiley & Sons
ISBN: 9780470826782
Category : Business & Economics
Languages : en
Pages : 192
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Book Description
A fresh approach to technical analysis utilizing a full view (multi-time frame) integrated analytical system. Has the bear market ended? Is the rebound lasting? Everybody wants an answer but nobody can provide one with a good degree of confidence. While fundamental analysis is notoriously weak when it comes to market timing decisions and price target forecasts, technical analysis is equally timid in providing any concrete answers to the above fundamentally important questions for market participants. No existing system has produced a firm answer with a respectable degree of conviction. This book will present a system to answer those questions with a high degree of confidence. Xin Xie is the Director for Institute of International Trade and Investment at the Upper Yangtze River Economic Research Center, Chongqing University of Business and Technology and PRC Ministry of Education. He has a PhD in Economics from Columbia University in New York and a Master of Arts Degree in Statistics at Zhongnan University of Finance in China. He has extensive experiences in banking and investment industries as Senior Economists and Strategists in Bank of America and UBS AG.
Author: David Blake
Publisher: John Wiley & Sons
ISBN: 047187728X
Category : Business & Economics
Languages : en
Pages : 759
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Book Description
The eagerly awaited second edition of this highly successful book has been greatly expanded from 400 to over 700 pages and contains new material on value at risk, speculative bubbles, volatility effects in financial markets, chaos and neural networks. Financial Market Analysis deals with the composition of financial markets and the analysis and valuation of traded securities. It describes the use of securities both in constructing and managing portfolios and in contributing to portfolio performance. Particular attention is paid to new types of investment product, different portfolio management strategies, speculation, arbitrage and risk management strategies and to financial market failure. Financial Market Analysis is an essential text for all finance-related degree courses at undergraduate, postgraduate, and MBA level. It also provides a useful source of reference for financial institutions and professionals in the financial markets.
Author: Reserve Bank of India
Publisher:
ISBN:
Category : Banks and banking
Languages : en
Pages : 388
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Book Description
Author: Madhuvij
Publisher: Excel Books India
ISBN: 9788174463487
Category : Business enterprises
Languages : en
Pages : 692
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Book Description
The book is fundamentally designed to serve as an introduction to the study of Multinational Financial Management for students and managers with little previous exposure to the details of this area. The book provides an overview of the financial environment in which multinational firms operate. It also provides a thorough discussion on the Balance of payments and international financial institutions and financial markets. It also discusses the organization and operations of the foreign exchange.
Author: Juan Ayuso
Publisher:
ISBN:
Category : Capital assets pricing model
Languages : en
Pages : 52
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Book Description
