Renminbi devaluation, dependence structure and currency risks / Lai Wing Choong

This thesis examines the dependence structure between the exchange rate (FX) returns of Renminbi (RMB) and other currencies, estimates tail risks in FX returns of selected currencies due to larger fluctuations in RMB, and models volatility in FX returns of other currencies due to shocks in RMB and i...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي:	Lai , Wing Choong
التنسيق:	أطروحة
منشور في:	2019
الموضوعات:	HC Economic History and Conditions

مواد مشابهة

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Multi-agent and artificial neural networks prediction framework development for stock investment strategy
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منشور في: (1999)

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