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

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CRC Press, Aug 25, 1987 - Mathematics - 174 pages
 

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Contents

Asset Pricing Theory
7
Econometric Tests of the Efficiency
18
Alternative Interpretations of Rejections
54
Econometric Models of Risk Premiums
84
Evaluation of Forecasts
132
Empirical Investigation of Foreign
138
Conclusions
153
Index
171
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