Cross currencies volatility transmission.
The purpose of this research report is to investigate the process of volatility transmission across the world's major currencies and the vector autoregressive (VAR) model is utilized to analyses the all-round dynamics.
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| Format: | Theses and Dissertations |
| Language: | English |
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2008
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| Online Access: | http://hdl.handle.net/10356/7141 |
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| Institution: | Nanyang Technological University |
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sg-ntu-dr.10356-71412024-01-12T10:17:31Z Cross currencies volatility transmission. Cheng, Melvin Wei Ming. Lim, Belinda Ping Ping. Yeo, Kee Wei. Covrig, Marian Vicentiu Nanyang Business School DRNTU::Business::Finance::Money::Money market The purpose of this research report is to investigate the process of volatility transmission across the world's major currencies and the vector autoregressive (VAR) model is utilized to analyses the all-round dynamics. Master of Science (Financial Engineering) 2008-09-18T07:40:36Z 2008-09-18T07:40:36Z 2002 2002 Thesis http://hdl.handle.net/10356/7141 en Nanyang Technological University 98 p. application/pdf |
| institution |
Nanyang Technological University |
| building |
NTU Library |
| continent |
Asia |
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Singapore Singapore |
| content_provider |
NTU Library |
| collection |
DR-NTU |
| language |
English |
| topic |
DRNTU::Business::Finance::Money::Money market |
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DRNTU::Business::Finance::Money::Money market Cheng, Melvin Wei Ming. Lim, Belinda Ping Ping. Yeo, Kee Wei. Cross currencies volatility transmission. |
| description |
The purpose of this research report is to investigate the process of volatility transmission across the world's major currencies and the vector autoregressive (VAR) model is utilized to analyses the all-round dynamics. |
| author2 |
Covrig, Marian Vicentiu |
| author_facet |
Covrig, Marian Vicentiu Cheng, Melvin Wei Ming. Lim, Belinda Ping Ping. Yeo, Kee Wei. |
| format |
Theses and Dissertations |
| author |
Cheng, Melvin Wei Ming. Lim, Belinda Ping Ping. Yeo, Kee Wei. |
| author_sort |
Cheng, Melvin Wei Ming. |
| title |
Cross currencies volatility transmission. |
| title_short |
Cross currencies volatility transmission. |
| title_full |
Cross currencies volatility transmission. |
| title_fullStr |
Cross currencies volatility transmission. |
| title_full_unstemmed |
Cross currencies volatility transmission. |
| title_sort |
cross currencies volatility transmission. |
| publishDate |
2008 |
| url |
http://hdl.handle.net/10356/7141 |
| _version_ |
1789483023836643328 |