Time-varying Risk Premia and the Efficiency of the New Zealand Foreign Exchange Market PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Time-varying Risk Premia and the Efficiency of the New Zealand Foreign Exchange Market PDF full book. Access full book title Time-varying Risk Premia and the Efficiency of the New Zealand Foreign Exchange Market by Dimitris Margaritis. Download full books in PDF and EPUB format.
Author: Dimitris Margaritis
Publisher:
ISBN:
Category : Foreign exchange futures
Languages : en
Pages : 20
Get Book
Book Description
Author: Dimitris Margaritis
Publisher:
ISBN:
Category : Foreign exchange futures
Languages : en
Pages : 20
Get Book
Book Description
Author: Khosrow Fatemi
Publisher: Routledge
ISBN: 1136267441
Category : Business & Economics
Languages : en
Pages : 298
Get Book
Book Description
The need for continued analysis and evaluation of the international financial system is as pressing now as it was when this book was originally published. This volume provides an in-depth analysis of certain aspects of the international financial system. Specifically it addresses four of the most important financial and monetary issues of the present time: exchange rate, capital markets, international banking and external debt and international financial management.
Author: Khosrow Fatemi
Publisher: Routledge
ISBN: 0415538807
Category : Business & Economics
Languages : en
Pages : 298
Get Book
Book Description
The need for continued analysis and evaluation of the international financial system is as pressing now as it was when this book was originally published. This volume provides an in-depth analysis of certain aspects of the international financial system. Specifically it addresses four of the most important financial and monetary issues of the present time: exchange rate, capital markets, international banking and external debt and international financial management.
Author: Various
Publisher: Routledge
ISBN: 1136264922
Category : Business & Economics
Languages : en
Pages : 10558
Get Book
Book Description
Current interest in the history of money and banking remains strong and it is opportune to survey developments both in the UK, USA, Europe and Asia. This set provides historical analysis which incorporates research from the early twentieth century onwards in a form that is both accessible to students of money & banking and economists, economic historians and bankers This set re-issues 38 volumes originally published between 1900 and 2000. It charts the history of early banking, discusses banking in the UK, Europe,Japan and the USA, analyses banks as multinationals, the UK mortgage market, banking policy and structure and examines specific sectors such as gilts and gold.
Author: Murray Scott
Publisher:
ISBN:
Category : Elasticity (Economics)
Languages : en
Pages : 52
Get Book
Book Description
Author: Graciela Laura Kaminsky
Publisher: International Monetary Fund
ISBN:
Category : Business & Economics
Languages : en
Pages : 40
Get Book
Book Description
This paper undertakes an econometric investigation into the presence of risk premium in commodity futures markets. The statistical tests are derived from a formal model of asset pricing and are applied to futures prices in a variety of commodity markets. The results suggest that for several commodities there is evidence of a time varying risk premium, particularly in futures contracts maturing six months ahead. The implications of the study for the efficiency of the futures markets and the costs of using these markets for hedging are also noted.
Author: A. Grimes
Publisher:
ISBN:
Category : Banks and banking
Languages : en
Pages : 46
Get Book
Book Description
Author: Mark Toma
Publisher:
ISBN:
Category : Banks and banking, Central
Languages : en
Pages : 28
Get Book
Book Description
Author: Shaun K. Roache
Publisher: International Monetary Fund
ISBN:
Category : Business & Economics
Languages : en
Pages : 32
Get Book
Book Description
Large fundamental imbalances persist in the global economy, with potential exchange rate implications. This paper assesses whether exchange rate risk is priced across G-7 stock markets. Given the multitude of hedging instruments available, theory suggests that stock market investors should not be compensated for currency risk. However, data covering 33 industry portfolios across seven major stock markets suggest that not only is exchange rate risk priced in many markets, but that it is time-varying and sensitive to currency-specific shocks. With stock market investors typically exhibiting "home bias," this suggests that investors are using equity asset proxies to hedge the exchange rate risks to consumption.
Author: David Rae
Publisher:
ISBN:
Category : Demand functions (Economic theory)
Languages : en
Pages : 52
Get Book
Book Description
