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Book Risk Premia and the Efficiency of the Spot and the Forward Foreign Exchange Markets

Download or read book Risk Premia and the Efficiency of the Spot and the Forward Foreign Exchange Markets written by Yerima Lawan Ngama and published by . This book was released on 1990 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

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

Download or read book The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets written by R. Hodrick and published by Routledge. This book was released on 2014-05-01 with total page 185 pages. Available in PDF, EPUB and Kindle. Book excerpt: First Published in 2001. Routledge is an imprint of Taylor & Francis, an informa company.

Book Foreign Exchange Market Efficiency Risk Premia and Interest Rates

Download or read book Foreign Exchange Market Efficiency Risk Premia and Interest Rates written by Garry K. Lester and published by . This book was released on 1988 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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

Download or read book Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets written by Robert J. Hodrick and published by CRC Press. This book was released on 2023-08-18 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Book Risk Premia Market Efficiency and the Exchange Rate

Download or read book Risk Premia Market Efficiency and the Exchange Rate written by Warren J. Tease and published by . This book was released on 1986 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Efficiency of Foreign Exchange Markets

Download or read book Efficiency of Foreign Exchange Markets written by Frank Leiber and published by . This book was released on 1993 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analyse: The efficient market hypothesis is tested using both a forward looking proxy of the risk premium and data on currency futures/-options contracts.

Book Interest Rate Convergence Capital Controls Risk Premia and Foreign Exchange Market Efficiency in the EMS

Download or read book Interest Rate Convergence Capital Controls Risk Premia and Foreign Exchange Market Efficiency in the EMS written by Guglielmo Maria Caporale and published by . This book was released on 1995 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Expectations and the Foreign Exchange Market

Download or read book Expectations and the Foreign Exchange Market written by Craig Hakkio and published by Routledge. This book was released on 2017-04-21 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published in 1984. This book examines two important dimensions of efficiency in the foreign exchange market using econometric techniques. It responds to the macroeconomics trend to re-examining the theories of exchange rate determination following the erratic behaviour of exchange rates in the late 1970s. In particular the text looks at the relation between spot and forward exchange rates and the term structure of the forward premium, both of which require a joint test of market efficiency and the equilibrium model. Approaches used are the regression of spot rates on lagged forward rates and an explicit time series analysis of the spot and forward rates, using data from Canada, the United Kingdom, the Netherlands, Switzerland and Germany.

Book Profit making Speculation In Foreign Exchange Markets

Download or read book Profit making Speculation In Foreign Exchange Markets written by Patchara Surajaras and published by Routledge. This book was released on 2019-09-05 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: Technical analysis is not supposed consistently to beat financial markets. In this book, however, Professors Surajaras and Sweeney seek to establish that carefully chosen rules can produce substantial and consistent measured profits over time. The authors also call into question the traditional academic wisdom that markets in general are efficient.

Book Central Bank Intervention and Risk Premia in Foreign Exchange Markets

Download or read book Central Bank Intervention and Risk Premia in Foreign Exchange Markets written by David S. Bieri and published by . This book was released on 2013 with total page 45 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the Plaza Meeting in September 1985, G-10 central banks have intervened in foreign exchange markets in a manner and scale unprecedented in the post Bretton Woods era. Using official daily data on interventions by the Swiss National Bank, this paper evaluates the effectiveness of these interventions and examines their impact on exchange rate risk premia, as defined by deviations from interest rate parity. My results suggests that intervention (via its effect on the risk premium) may be responsible for the frequently observed failure of foreign exchange market efficiency models and for their poor out-of-sample forecasting performance.

Book Exchange Rate Economics Foreign exchange market efficiency

Download or read book Exchange Rate Economics Foreign exchange market efficiency written by Ronald MacDonald and published by . This book was released on 1992 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt: