Please use this identifier to cite or link to this item:
https://hdl.handle.net/10356/7141| Title: | Cross currencies volatility transmission. | Authors: | Cheng, Melvin Wei Ming. Lim, Belinda Ping Ping. Yeo, Kee Wei. |
Keywords: | DRNTU::Business::Finance::Money::Money market | Issue Date: | 2002 | Abstract: | 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. | URI: | http://hdl.handle.net/10356/7141 | Schools: | Nanyang Business School | Rights: | Nanyang Technological University | Fulltext Permission: | restricted | Fulltext Availability: | With Fulltext |
| Appears in Collections: | NBS Theses |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| NBS-THESES_106.pdf Restricted Access | 3.96 MB | Adobe PDF | View/Open |
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