Quantitative approach in managing foreign exhange rate volatility.

• Main Authors: Chia, Caihan., Lau, Wan Jia., Tay, Ru Hui.
• Other Authors: Kwok, Branson Chi Hing
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Foreign exchange
• Online Access: http://hdl.handle.net/10356/9514
• Institution: Nanyang Technological University

To find a stable basket of currencies that has the minimum volatility in which countries can use it to reduce the cost of having exchange rate volatility.