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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.
Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets
Expectations and the Foreign Exchange Market
International Financial Markets
Foreign Exchange Rates
Rational Expectations and Efficiency in Futures Markets
Models of Futures Markets
Exchange Rate Efficiency and the Behavior of International Asset Markets (Routledge Revivals)
Applied Time Series Econometrics
Econometrics
Handbook of Financial Econometrics
Financial Econometrics
High Frequency Trading and Limit Order Book Dynamics