Download or read book Tests of Unbiasedness in the Foreign Exchange Futures Markets written by Laura E. Kodres and published by . This book was released on 1992 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Tests of Unbiasedness in Foreign Exchange Futures Markets written by Laura Ellen Kodres and published by . This book was released on 1988 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Tests of Unbiasedness in the Foreign Exchange Futures Markets written by A. Arun Kumar and published by . This book was released on 1992 with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Tests of Unbiasedness in the Foreign Exchange Futures Markets written by Laura E. Kodres and published by . This book was released on 1992 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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.
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 131 pages. Available in PDF, EPUB and Kindle. Book excerpt: Robert Hodrick provides a foundation for developing quantitive measures of risk and expected return in international finance.
Download or read book Testing the Unbiasedness Hypothesis in the Futures Currency Markets written by Irma I. M. Lao and published by . This book was released on 1993 with total page 94 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Models of Futures Markets written by Barry Goss and published by Routledge. This book was released on 2013-05-13 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents an entirely new analysis of the economics of futures markets, that will be of interest to both specialists in the area and the generalist economist seeking a new perspective. Through a combination of theoretical investigation and empirical application, three important themes are explored: the gains from futures trading and the efforts of emerging markets to reap these benefits; rationality and rival hypotheses of trader behaviour, such as noise trading; and the effect of regulatory tools on price formation.
Download or read book Review of Research in Futures Markets written by and published by . This book was released on 1990 with total page 748 pages. Available in PDF, EPUB and Kindle. Book excerpt: Consists of the proceedings of seminars on futures markets held by the Chicago Board of Trade.
Download or read book Testing the Unbiasedness Hypothesis in the Forward Foreign Exchange Market a Specification Analysis written by Allan W. (Allan Walter) Gregory and published by London : Department of Economics, University of Western Ontario. This book was released on 1984 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Review of Futures Markets written by and published by . This book was released on 1991 with total page 756 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 198 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.
Download or read book Nonlinear Dynamics in the Foreign Exchange Futures Market written by Laura E. Kodres and published by . This book was released on 1991 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Testing for Non Linearity in the Foreign Currency Futures Market written by Wan Mansor Mahmood and published by . This book was released on 2007 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper, the issue of nonlinearity in foreign currency futures markets is examined. Daily returns are found to be linear independent but nonlinear dependent. That is, they are correlated through their second moment. However, when the BDS test is applied, the results are inconclusive as the null hypothesis of i.i.d is not rejected in some cases but rejected in others. This rejection of i.i.d in the returns and filtered returns series arises solely from the variance of the process as suggested by the third moment test. As such, GARCH(1,1) models are fitted to all the return series and the corresponding standardized residuals are tested for i.i.d behavior. It is shown that the model brings about some improvement in that nonlinear dependence in the return series is reduced considerably.
Download or read book Futures Currency Futures written by Robert J. Hodrick and published by . This book was released on 1985 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Futures Market Efficiency the Unbiasedness Hypothesis and Variance Bounds Tests written by Antonios Antoniou and published by . This book was released on 1995 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Reader s Guide to the Social Sciences written by Jonathan Michie and published by Routledge. This book was released on 2014-02-03 with total page 2166 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 2-volume work includes approximately 1,200 entries in A-Z order, critically reviewing the literature on specific topics from abortion to world systems theory. In addition, nine major entries cover each of the major disciplines (political economy; management and business; human geography; politics; sociology; law; psychology; organizational behavior) and the history and development of the social sciences in a broader sense.
