Value-at-risk for the USD/ZAR exchange rate: The variance-gamma model
© University of Pretoria. All rights reserved. A country’s level of exchange risk is closely linked to its financial stability, on a macro-economic scale. South African exchange rates, in particular, have a significant impact on imports, inflation, consumer prices and monetary policies. Consequently...
| Main Authors: | , , |
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| Format: | Journal Article |
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University of Pretoria
2015
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| Online Access: | http://hdl.handle.net/20.500.11937/67035 |