Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/7141
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dc.contributor.authorCheng, Melvin Wei Ming.en_US
dc.contributor.authorLim, Belinda Ping Ping.en_US
dc.contributor.authorYeo, Kee Wei.en_US
dc.date.accessioned2008-09-18T07:40:36Z-
dc.date.available2008-09-18T07:40:36Z-
dc.date.copyright2002en_US
dc.date.issued2002-
dc.identifier.urihttp://hdl.handle.net/10356/7141-
dc.description.abstractThe 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.en_US
dc.format.extent98 p.-
dc.language.isoen-
dc.rightsNanyang Technological Universityen_US
dc.subjectDRNTU::Business::Finance::Money::Money market-
dc.titleCross currencies volatility transmission.en_US
dc.typeThesisen_US
dc.contributor.supervisorCovrig, Marian Vicentiuen_US
dc.contributor.schoolNanyang Business Schoolen_US
dc.description.degreeMaster of Science (Financial Engineering)en_US
item.grantfulltextrestricted-
item.fulltextWith Fulltext-
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