Management of Foreign Exchange Risk
portes grátis
Management of Foreign Exchange Risk
Evidence from Developing Economies
Lum, Y. C.; Islam, Sardar M. N.
Taylor & Francis Ltd
04/2022
290
Mole
Inglês
9780367542597
15 a 20 dias
540
Descrição não disponível.
1. Strategic Overview 2. Exchange-rate Risk Management and Modelling 3. Exchange-rate Risk and Economic Liberalisation 4. Volatility Modelling of Exchange-rates in a Univariate Framework 5. Volatility Modelling of Exchange-rates in a Multivariate Framework 6. Concluding Remarks
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
MGARCH Model;Exchange Rate Volatility Modelling;FOREX;Exchange Rate Volatility;financial markets;APARCH Model;risk management;Multivariate Stochastic Volatility Modelling;finance theory;Skewed Student Distribution;exchange-rates;Currency Pairs;exchange-rate volatility;Skewed Student;capital control measures;VaR Performance;exchange rate market;DCC Model;econometric models;Conditional Correlations;developing economies;Tail Parameter;MGARCH Models;GARCH Model;Major Currency Pairs;CCC;RiskMetrics Models;Multivariate GARCH Model;Univariate GARCH Model;Daily Exchange Rate Data;Arch Model;DCC;Univariate GARCH Process;CCC Model;BEKK Model
1. Strategic Overview 2. Exchange-rate Risk Management and Modelling 3. Exchange-rate Risk and Economic Liberalisation 4. Volatility Modelling of Exchange-rates in a Univariate Framework 5. Volatility Modelling of Exchange-rates in a Multivariate Framework 6. Concluding Remarks
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
MGARCH Model;Exchange Rate Volatility Modelling;FOREX;Exchange Rate Volatility;financial markets;APARCH Model;risk management;Multivariate Stochastic Volatility Modelling;finance theory;Skewed Student Distribution;exchange-rates;Currency Pairs;exchange-rate volatility;Skewed Student;capital control measures;VaR Performance;exchange rate market;DCC Model;econometric models;Conditional Correlations;developing economies;Tail Parameter;MGARCH Models;GARCH Model;Major Currency Pairs;CCC;RiskMetrics Models;Multivariate GARCH Model;Univariate GARCH Model;Daily Exchange Rate Data;Arch Model;DCC;Univariate GARCH Process;CCC Model;BEKK Model
