Application of block maxima and PoT on the market risk exposure of PHP/USD
Unexpected volatility in the foreign exchange (FX) market inspired this research to calculate the market risk exposure of PHP/USD. Given the different factors that impact the currency pairs fluctuation from the local and global arena, FX traders position is vulnerable to losses. The two most common...
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| Main Author: | |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2017
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_masteral/5362 |
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| Institution: | De La Salle University |
| Language: | English |