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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis |
| Published: |
2019
|
| Subjects: | |
| Online Access: | http://studentsrepo.um.edu.my/13079/1/Lai_Wing_Choong.pdf http://studentsrepo.um.edu.my/13079/2/Lai_Wing_Choong.pdf http://studentsrepo.um.edu.my/13079/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universiti Malaya |