Modeling dependency: application to currency

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Modeling dependency: application to currency

The primary purpose of this dissertation is to investigate the behavior of the elements of the foreign exchange market, the largest financial market in the world. Whilst the market itself is not new, the concept of currency as an alternative asset, is. Apart from growing awareness of the attractiven...

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Bibliographic Details
Main Author:	Aw, Ee Ling Grace
Format:	Thesis
Language:	English
Published:	Curtin University 2011
Subjects:	regression techniques value at risk behavior foreign exchange market foreign exchange risk alternative asset elements currency
Online Access:	http://hdl.handle.net/20.500.11937/392

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