Autor:	Cheng, Melvin Wei Ming., Lim, Belinda Ping Ping., Yeo, Kee Wei.
Přispěvatelé:	Covrig, Marian Vicentiu, Nanyang Business School
Jazyk:	angličtina
Rok vydání:	2002
Předmět:	Business::Finance::Money::Money market [DRNTU]
Popis:	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. Master of Science (Financial Engineering)
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=od______1392::318d1aef568b0dcb2dd92d38c422e253 http://hdl.handle.net/10356/7141 Zobrazit plný text záznamu