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024 7 $a10.4324/9781315207780 
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035   $a(OCoLC)985312172
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100   $a20180706e20171984  uy         0
101 0 $aeng
135   $aurcnu||||||||
181   $2rdacontent
182   $2rdamedia
183   $2rdacarrier
200 10$aExpectations and the foreign exchange market /$fCraig S. Hakkio
210  1$aAbingdon, Oxon :$cRoutledge,$d2017.
215   $a1 online resource (102 pages) $cillustrations, tables
225 0 $aRoutledge Library Editions: Exchange Rate Economics ;$vVolume 7
300   $aFirst published in 1984 by Garland Publishing, Inc.
311 08$a1-138-63323-2 
311 08$a1-138-63322-4 
320   $aIncludes bibliographical references.
327   $ach. 1. Introduction -- ch. 2. Foreign exchange market efficiency -- ch. 3. The term structure of the forward premium -- ch. 4. Conclusions.
330   $aOriginally 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.
606   $aForeign exchange market$xMathematical models
615  0$aForeign exchange market$xMathematical models.
676   $a332.4/566
700   $aHakkio$b Craig S$g(Craig Stephan),$f1952-,$01866136
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910958378403321
996   $aExpectations and the foreign exchange market$94473436
997   $aUNINA