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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.
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Theses

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