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Efficiency Of Foreign Exchange Markets
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Book Synopsis The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets by : R. Hodrick
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 Synopsis Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets by : Robert J. Hodrick
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 Synopsis Efficiency of Foreign Exchange Markets and Measures of Turbulence by : Jacob A. Frenkel
Download or read book Efficiency of Foreign Exchange Markets and Measures of Turbulence written by Jacob A. Frenkel and published by . This book was released on 1980 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the move to generalized floating in1973, exchange rates between major currencies have displayed large fluctuations. This turbulence of foreign exchange rates is an important concern of government policy and its explanation is a challenge for theories of foreign exchange market behavior. In Section I of this paper, we document the extent of turbulence in foreign exchange markets by examining (i) the magnitude of short-run variations in exchange rates relative to other measures of economic variability; (ii) the degree of divergence between actual and expected changes in exchange rates; and (iii) the extent to which exchange-rate movements have diverged from movements of relative national price levels. In Section II, we provide a general explanation of this turbulence in terms of the modern "asset market theory" to exchange-rate determination. This theory emphasizes that exchange rates, like the prices of other assets determined in organized markets, are strongly influenced by the market's expectation of future events. In this context, we also discuss the narrower technical question of "foreign exchange market efficiency." Finally, in Section III, we address the question of whether turbulence in the foreign exchange markets has been "excessive" and what policy measures can (or should) be taken to reduce it
Book Synopsis The Nature and Efficiency of the Foreign Exchange Market by : Jerome L. Stein
Download or read book The Nature and Efficiency of the Foreign Exchange Market written by Jerome L. Stein and published by . This book was released on 1962 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Expectations and the Foreign Exchange Market by : Craig Hakkio
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 Synopsis An Investigation Into the Informational Efficiency of Foreign Exchange Markets by : Paul Joseph Alapat
Download or read book An Investigation Into the Informational Efficiency of Foreign Exchange Markets written by Paul Joseph Alapat and published by . This book was released on 1994 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Foreign Exchange Market by : Richard T. Baillie
Download or read book The Foreign Exchange Market written by Richard T. Baillie and published by Cambridge University Press. This book was released on 1989 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis The Nature and Efficiency of the Foreign Exchange Market by :
Download or read book The Nature and Efficiency of the Foreign Exchange Market written by and published by . This book was released on 1966 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Exchange Rate Economics: Foreign exchange market efficiency by : Ronald MacDonald
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:
Author :Eastman Professor of Political Economy Jerome L Stein Publisher : ISBN 13 :9781258081898 Total Pages :60 pages Book Rating :4.0/5 (818 download)
Book Synopsis The Nature and Efficiency of the Foreign Exchange Market by : Eastman Professor of Political Economy Jerome L Stein
Download or read book The Nature and Efficiency of the Foreign Exchange Market written by Eastman Professor of Political Economy Jerome L Stein and published by . This book was released on 2011-08 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Efficiency of Foreign Exchange Markets by : Guneratne Wickremasinghe
Download or read book Efficiency of Foreign Exchange Markets written by Guneratne Wickremasinghe and published by . This book was released on 2010 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study tests weak and semi-strong form efficiency of the foreign exchange market in Sri Lanka during the recent float using six bilateral exchange rates. Weak-form efficiency is examined using unit root tests while semi-strong form efficiency is tested using co-integration, Granger causality tests and variance decomposition analysis. Results indicate that the Sri Lankan foreign exchange market is consistent with the weak-form of the Efficient Market Hypothesis. However, the results provide evidence against the semi-strong version of the Efficient Market hypothesis. These results have important implications for government policy makers and participants in the foreign exchange market of Sri Lanka.
Book Synopsis Efficiency and Risk Premia in Foreign Exchange Markets by : Juan Ayuso
Download or read book Efficiency and Risk Premia in Foreign Exchange Markets written by Juan Ayuso and published by . This book was released on 1993 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Efficiency of Foreign Exchange Markets by : Guneratne B. Wickremasinghe
Download or read book Efficiency of Foreign Exchange Markets written by Guneratne B. Wickremasinghe and published by . This book was released on 2005 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Exchange Rate Efficiency and the Behavior of International Asset Markets (Routledge Revivals) by : Kathryn Dominguez
Download or read book Exchange Rate Efficiency and the Behavior of International Asset Markets (Routledge Revivals) written by Kathryn Dominguez and published by Routledge. This book was released on 2014-10-20 with total page 122 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book, first published in 1992, examines the subject of foreign exchange market efficiency and, in particular, the effectiveness of central bank intervention in the market. This book is ideal for students of economics.
Book Synopsis Profit-making Speculation In Foreign Exchange Markets by : Patchara Surajaras
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 295 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 Synopsis EFFICIENCY OF FOREIGN EXCHANGE MARKETS AND ITS IMPLICATIONS FOR THE FOREIGN EXCHANGE RISK AND EXPOSURE MANAGEMENT. by :
Download or read book EFFICIENCY OF FOREIGN EXCHANGE MARKETS AND ITS IMPLICATIONS FOR THE FOREIGN EXCHANGE RISK AND EXPOSURE MANAGEMENT. written by and published by . This book was released on 1981 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis A Comparison of the Efficiency of Foreign Exchange Markets in Developed and Less Developed Countries by : Andreas Foerster
Download or read book A Comparison of the Efficiency of Foreign Exchange Markets in Developed and Less Developed Countries written by Andreas Foerster and published by . This book was released on 1988 with total page 126 pages. Available in PDF, EPUB and Kindle. Book excerpt:
