ESSAYS ON EXCHANGE RATE EXPOSURE

ESSAYS ON EXCHANGE RATE EXPOSURE

Ph.D

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Bibliographic Details
Main Author: HAWPAGE NEVILLE PRABATH JAYASINGHE
Other Authors: ECONOMICS
Format: Theses and Dissertations
Language:English
Published: 2010
Subjects:
Exchange rate exposure, Multivariate GARCH-type models, Volatility Spillovers, International CAPM, Time-varying conditional correlation
Online Access:http://scholarbank.nus.edu.sg/handle/10635/15742
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Institution: National University of Singapore
Language: English
id sg-nus-scholar.10635-15742
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spelling sg-nus-scholar.10635-157422015-01-08T16:18:41Z ESSAYS ON EXCHANGE RATE EXPOSURE HAWPAGE NEVILLE PRABATH JAYASINGHE ECONOMICS TSUI KA CHENG, ALBERT GAMINI PREMARATNE Exchange rate exposure, Multivariate GARCH-type models, Volatility Spillovers, International CAPM, Time-varying conditional correlation Ph.D DOCTOR OF PHILOSOPHY 2010-04-08T10:56:57Z 2010-04-08T10:56:57Z 2007-03-01 Thesis HAWPAGE NEVILLE PRABATH JAYASINGHE (2007-03-01). ESSAYS ON EXCHANGE RATE EXPOSURE. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/15742 NOT_IN_WOS en
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
language English
topic Exchange rate exposure, Multivariate GARCH-type models, Volatility Spillovers, International CAPM, Time-varying conditional correlation
spellingShingle Exchange rate exposure, Multivariate GARCH-type models, Volatility Spillovers, International CAPM, Time-varying conditional correlation
HAWPAGE NEVILLE PRABATH JAYASINGHE
ESSAYS ON EXCHANGE RATE EXPOSURE
description Ph.D
author2 ECONOMICS
author_facet ECONOMICS
HAWPAGE NEVILLE PRABATH JAYASINGHE
format Theses and Dissertations
author HAWPAGE NEVILLE PRABATH JAYASINGHE
author_sort HAWPAGE NEVILLE PRABATH JAYASINGHE
title ESSAYS ON EXCHANGE RATE EXPOSURE
title_short ESSAYS ON EXCHANGE RATE EXPOSURE
title_full ESSAYS ON EXCHANGE RATE EXPOSURE
title_fullStr ESSAYS ON EXCHANGE RATE EXPOSURE
title_full_unstemmed ESSAYS ON EXCHANGE RATE EXPOSURE
title_sort essays on exchange rate exposure
publishDate 2010
url http://scholarbank.nus.edu.sg/handle/10635/15742
_version_ 1681079245847134208

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